Ever crossed the border? The person just glances at your passport, glances at you, and lets you go. It would have been ridiculously unbelievable that a small-town sherrif would have recognized anyone from a pencil sketch.
It was too late to defect at that point. There was no giving in for leniency, if they let Stan arrest them they'd spend the rest of their lives in jail and so would Paige, probably, and Henry would be marked forever as the son of Soviets.
They made it pretty clear that Aderholt doesn't think less of him for not catching P and E or for not realizing his neighbours and best friends were deep cover spies. No one but him knows what happens in the garage. Plus if he's taking care of Henry there obviously aren't big career repercussions for him. He goes back to his non-spy work at the FBI, and watches as his marriage slowly falls apart from mistrust.
Lives a sad life after a destroyed marriage, keeps on spying and becomes like Elizabeth was, lives a normal life and knows nothing, goes back to Georgia, safe but emotionally wrecked. The only ending I think was TOO loose was Paige's. What happens to her? Could be ANYTHING. She gets arrested for treason? She turns herself in, feeding Stan everything she knows (which really isn't much)? Stan lets her go out of loyalty and she plays dumb for the rest of her life? Go deep under cover but as a normie? Drink hereslf to death? These are all plausible. I don't see how she can have a meaningful relationship with Henry or Stan, and she has no friends so she's 100% alone. The only thing the show made clear about her was she decides she isn't loyal to Russia but then WHAT ON EARTH WAS SHE DOING IN CLAUDIA'S APARTMENT?
"Clark" didn't kill Amador. Clark was a later disguise created for the sole purpose of seducing Martha. I've said many times that the show's habit of murdering wealthy, well-connected people should bite them in the ass. Because the FBI might not examine Gregory Thomas's death too closely, but FBI agents and the relatives of powerful people? They'd have been ON that.