11 questions we need answered after the thrilling first episode of Collateral

Collateral is a tense, thrilling watch from screenwriter and playwright Sir David Hare and director SJ Clarkson, with a cast of brilliant actors: Carey Mulligan, John Simm, Billie Piper, Hayley Squires and Nicola Walker all have meaty roles.

Sure, the dialogue may be obvious at times ("God, I'm a mess," says Nicola Walker's character, out loud, in an empty church, just to drive the point home in case you hadn't picked up on the fact from her acting skills alone). But this is a drama that feels like it's going somewhere, and it feels like a London which really exists. We get the sense Hare has a bigger story to tell, something that will bring in politics and immigration and the Church and relationships and racism and the gig economy and weave it all together to get viewers thinking.

The first episode in a four-part drama sets up a LOT of mysteries – so what are the questions we'll be obsessing over until next week?

1. What's the deal with the pizza shop manager?

It's a Monday night when we meet Laurie Stone (Hayley Squires) at work at Regal Pizza, furiously boxing up pizzas and handing them out to the delivery drivers who cluster around her counter. One of her drivers, Mikey (Brian Vernel), reaches for an order – but Laurie has changed her mind: she wants Abdullah (Sam Otto) to deliver the regular 9pm Monday pizza to Karen Mars. The question is: why does she change her mind?

DI Kip Glaspie (Carey Mulligan) is wondering just that. But when she visits the restaurant, Laurie is curiously hostile. The only answer she can get is that Laurie decided on the spur of the moment to give the delivery job to Abdullah because he'd not had a "run" that night and she wanted to give him a chance to earn the money. Hmm.

Something strange is definitely going on, because the next day as she leaves her flat on a council estate, Laurie bids a lingering goodbye to her sickly mother, gathers herself together and steps outside. Once on street level she starts to hyperventilate, tears in her eyes, and then marches quickly along the road. Someone is following her in a car. But who? And why?

2. Who are the pizza place's mysterious new owners?

Laurie may manage the pizza place, but she doesn't own it. In fact, she tells Kip, the business changed hands only a month ago, and she hasn't even met the men who now own her restaurant. All she knows is that they are from Boca Raton – a city in Florida.

3. Why is Billie Piper's character being super shifty?

Karen Mars seems a bit all over the place, but something she says to DS Nathan Bilk (Nathaniel Martello-White) gets him thinking. When he takes her statement, she tells him the name of her daughter Elfie, but balks at giving details about her youngest child: "The baby doesn't come into it." Into WHAT, exactly?

He also notices that, once she received the pizza (which apparently had the wrong toppings), she chucked it straight into the corner where it has stayed, uneaten. Why order a pizza if you're not going to eat it? The whole thing is shifty.

And we still don't know who fathered her baby, but it wasn't her husband David Mars (John Simm) who is Elfie's dad.

4. Where was the vicar on the night of the murder?

We saw our unconventional vicar Jane Oliver (Nicola Walker) throwing herself into a church pew, declaring aloud that she was a complete mess, and walking the London streets. Was she just stressed out that her girlfriend Linh Xuan Huy (Kae Alexander) had gone out clubbing into the early hours? Or is there more to the story?

5. Why did the assassin wait for Abdullah to deliver the pizza?

It's an Evening Standard reporter who first asks this question, but it's a good one. Why not shoot him on his way in? Why let him deliver the pizza first?

6. Was Mikey meant to die – or Abdullah?

THIS is the question at the heart of DI Kip Glaspie's investigation. As Mikey points out – shakily – to the police, it could very well have been him lying in a pool of blood on the pavement. He was meant to be taking the pizza out for delivery: it was his name on the rota. But for some reason, his manager changed her mind.

If Mikey was meant to die, that means someone still wants him dead – but why? And if Abdullah was meant to die, how did the assassin ensure he went out on delivery in Mikey's place?

Did Laurie know something was going to happen, and opt to send Abdullah to save Mikey's life? Or was it really, truly, an innocent change of plans?

So many questions.

7. Who beat Mikey up – and why?

After a bad night, Mikey is having a very bad day. He is refused permission to sleep at the police station after giving a statement and, clearly scared, he walks over to the Turbine Club where a couple of heavies are having a smoke outside. "I wanted to warn you – the police are all over us," he says. (Who's us?)

"Yeah? But have you got what we want?" says one. Mikey hasn't. So they take him round the back and beat him up until he's choking out blood.

What do they want him to get, why are they so angry, and why is he warning them about the police?

8. Is there something Abdullah's Syrian sisters aren't telling the police?

You can imagine why two Syrian women, who have just been discovered and detained after their brother's death, might not feel very chatty or well-disposed towards the police. Especially after a treacherous journey from the Middle East and across Europe which has left them living on the floor of a garage and scratching out a living working illegally in a hotel.

And yet, Kip thinks there's something they can tell her which will help explain the murder and catch the killer. With the help of an interpreter, she has asked them again and again. But they have knocked back her questions. Is there something more to their silence? Something, or someone, they are afraid of?

9. Where is MI5?

As Kip and her boss DSU Jack Haley (Ben Miles) note with surprise, you'd expect MI5 to be all over this case: the shooting of a Syrian man in London. But nobody has appeared on the scene or called, and the secret service has given them a wide berth. Why?

10. Who is the shooter Sandrine Shaw?

Unusually for a thriller, we already know the identity of the murderer. But that doesn't explain much.

Captain Sandrine Shaw (Jeany Spark) of The Royal Surrey Artillery put on a diving suit and a hoodie and gloves and plain black clothes, hid opposite the house, waited for the victim, shot him with impressive accuracy, and then made her getaway. She jogged to the Thames, disposed of the murder weapon, went to Waterloo Station, carefully undressed, bagged up her clothes, threw them into a passing bin lorry and then went to work, walking into her office to change into military fatigues and glance at the framed photographs of two soldiers on her desk.

The whole thing was carefully planned and meticulously executed. But who is she and how is she wrapped up in this story?

11. Why did she kill Abdullah?

Was Sandrine officially ordered to shoot the pizza delivery guy, or was she acting on her own initiative? Why? What was the motive behind the shooting?

We'll have to hang on and wait for the story to unfold...

Four-part drama Collateral airs on Mondays at 9pm on BBC2, from 12th February