American Horror Story,Season 2, Episode 9 and 10

Last episode, Emerson(Ian McShane) was prompted to kill Sr. Jude by Sr. Mary Eunice, but he failed and she stabbed him. Episode 9 begins with Lana talking to Sr. Mary Eunice who knows that she is pregnant. She enjoys telling her that she knows. Lana and Kit try to get Thredson to confess and they record him when he recounts his killings. He doesn't realise he is being recorded. Kit takes the tape and hides it. Lana tells Thredson that she won't allow the baby to live and she will abort it which she tries to do with a coat hanger. She is stopped by Mary Eunice who takes delight in telling her that the baby is fine and well inside her. Thredson gets out and escapes.The Monsignor has Sr. Jude committed and she is no longer a nun or the head of Briarcliff. She is just an inmate. He allows her to see Emerson who is not dead after all and he forgives her. She is horrified.

 Kit and Arden talk about Grace whose body has vanished. Was it the aliens? He and Kit talk about them and Arden wants to allow Kit to die for a few minutes and then bring him back to see if the aliens will show up for him. They don't but a pregnant Grace shows up. She has somehow appeared back after being shot and killed. Jude is put in with Lana and the others and she tells Lana that she is sorry for everything and that she wants to get out. Emerson nails the Monsignor to a cross when he tries to baptise him. The episode ends with Johnny(Dylan McDermott) talking to his shrink and telling her that he is the son of Bloody Face/ Dr. Thredson and that is a killer like his dad.

Episode 10 begins with Kit waking up from his death experience and asking Arden if the aliens came for him. Arden tells him nothing happened. He doesn't tell him about Grace. Pepper(Naomi Grossman) has somehow turned into an intelligent person after being abducted by the aliens. She is the guardian of Grace and her baby now. Mary Eunice seduces the Monsignor and forces him to have sex with her.
He was told by the Angel of Death who visited him while he was on the cross that the Devil possesses Mary Eunice and he has to do something about it. He talks to Judy and tells her that he knows now that she was right about Mary Eunice. She tells him to kill her. Judy has been subjected to shock therapy and she is feeling very shaky. The Monsignor throws Mary off the balcony and kills her. The Angel of Death shows up and takes Mary and the evil with her.

Arden is so upset by her death that he takes her body down to be cremated and throws himself on top of it, burning himself alive. Dr.Thredson appears and he tells Lana and Kit that he will be staying at Briarcliff. They know that they need to take him down. He finds out about Grace and the fact that she is pregnant with Kit's baby. He tells Kit and blackmails him to give him the taped confession. Kit tells him where it is, but Lana has taken it and she tells Thredson that if anything happens to Kit she will give to the cops. Judy talks to her friend, Mother Superior and asks her to help Lana to get out as she doesn't deserve to be there.