7 questions we have after that EXTREMELY eventful fourth episode of Bodyguard

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• 8 questions we have after the explosive third episode of Bodyguard

Episode four leaves us with more questions than answers, but plenty to think about. Here's what we're wondering...

1. Is Julia Montague really dead?

We might be grasping at straws, but we don't actually see her die, do we? We only hear about it second-hand as the medical team breaks the news to her ex-husband and mother, and then we hear about it in the TV and newspaper reports.

The fact that she doesn't die an on-screen death gives us hope that Julia might still be alive somehow. Perhaps it's all a big conspiracy – is she pretending she's dead as bait to catch the killer? Perhaps she'll soon jump out of her hospital bed and back into bed with "David slash Dave"?

Admittedly, it does seem unlikely that Julia is secretly still alive, but there's just the slimmest of possibilities that Jed Mercurio is playing us all.

2. Was the bomb in the briefcase – and is David implicated?

Mercurio said that he "thought long and hard" about whether to show the audience what was in Mahmood's briefcase - "and decided not to." Frustrating! David insists that it only contained Home Office papers, but the police consider the briefcase pretty suspicious.

Did it contain a bomb? And if so, did David spot it and decide to let the bombing go ahead? Did he hold back from running towards the stage, knowing what was about to happen?

To the police, David is definitely a person of interest. It's not hard to see why. On his watch, Julia was attacked by a sniper who knew exactly where she would be driving that day. On his watch, Julia was killed by a bomb, and David was the last person to interact with suspected bomber Tahir Mahmood (Shubham Sharif). Coincidence? Negligence? Or conspiracy?

What the police don't know yet is that David actually knew the identity of the sniper: his army comrade Andy Apstead. They also don't know his strong feelings about Julia's policy towards conflict in the Middle East, or the fact that Andy told him he had to finish the job.

But! While David seems to blame himself for failing to protect Julia and takes responsibility for her death in that sense, he is not behaving like a man who actually set up the killing himself. He seems genuinely confused about what's going on, and determined to get to the bottom of it.

3. Is Mahmood guilty?

Was Julia's new PR advisor Mahmood a terrorist mastermind, a pawn in someone else's game, or completely innocent? Nobody is sure what to think at this point and the man himself is no longer around to answer the question.

If he was guilty, the bomb may have been in the briefcase, but it's also possible that he collected the device backstage at the venue after speaking with David (even though the whole venue was searched before the speech began). It's certainly suspicious that he needed to get the briefcase to Julia so badly that he was prepared to rush on stage and interrupt her speech.

On the other hand, Rob unexpectedly gave Mahmood the briefcase that day and made him deal with Julia's speech at the last minute. Mahmood was flustered and didn't seem to even know how to get backstage – so it hardly seems like he's the mastermind behind a carefully-executed plan?

4. What is going on with Mike Travis and Rob MacDonald?

Julia Montague's death means that Counter Terrorism minister Mike Travis (Vincent Franklin) suddenly becomes Acting Home Secretary. That's very convenient for the police, seeing as he – unlike Julia – favours them over the security services. Is it also convenient for Mike Travis himself? Is this part of a conspiracy?

All these questions come to mind when Mike gives Julia's Special Advisor Rob MacDonald (Paul Ready) a head's up that the police want to question him about the briefcase which he personally handed over to Mahmood, and the phone call which he made to Mahmood minutes before the explosion.

"It wasn't even my idea," he whines to Mike. What wasn't your idea, Rob? Do tell.

Mike warns him that the police will be looking for evidence of explosives, but tells him: "They won't find anything. There's a single plausible story for you to stick to and you WILL stick to it."

Suspicious. Very suspicious.

5. Who is "Richard Longcross"?

In the last episode, we got a quick glimpse of a man calling himself "Richard Longcross" (Michael Shaeffer) who visited Julia's hotel room on behalf of Security Services boss Stephen Hunter-Dunn (Stuart Bowman). He delivered a tablet containing controversial information that was to be kept secret from the police and from Mike Travis.

But now he has vanished without a trace. When David goes to check the CCTV footage at the hotel, the crucial 15-minute chunk has been deleted seemingly without anyone accessing it in the first place.

What are the Security Services playing at?

6. Who removed the bullet from David's gun?

In one of the most upsetting scenes of the series so far, David removes his gun from its secret hiding place in the ceiling of his flat, holds the gun to his temple and fires. But although he injures himself, he survives – because the bullet has thankfully been replaced with a blank.

This confuses David, because someone appears to have accessed his flat and dug out the gun and removed the live ammunition. But who – and why? It certainly wasn't the police, who missed the gun when they searched his flat.

7. Is Nadia's terror cell behind the attack?

We first met Nadia (Anjli Mohandra) in episode one when she was strapped into a suicide vest in the train toilets and was about to press the detonator. Now, with David's help, she is finally talking, although she claims to know very little about where the bomb came from or who her husband was plotting with.

But is Nadia telling the whole truth, or holding something back? Is she connected to the bombing of Julia's speech? Did she know Andy Apsted? Will there be more attacks?

Two more episodes to go...

Bodyguard continues next Sunday at 9pm on BBC1

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