Murdering people with an ax is a bit much. I believe we are supposed to sympathize with Five when he kills indiscriminately - and on orders from the Time Commission - but we are not supposed to be sympathetic to the Swedes, who are no different from what Five was (and is, again).
Yeah .. Vanya has amnesia - but has not bothered to ask anyone any relevant questions to piece things back together on her own. Instead, she is attempting to run away with a woman she has only known for four months. Despite having no memories or money, Vanya seems to think that she knows what is right for a married woman who has spent eight years raising a special needs kid with her husband. Carl may be a semi-jerk, but I can see why he would fight to keep his family.
Vanya, Klaus and Diego seem to only care about things that matter to them.
Unfortunately, the poignant emotional scenes for the core characters feel manipulative to me. The actors are good and really sell their scenes - - but those scenes don't fit with the overall zany atmosphere of the show. It seems wrong to have realistic scenes of the Civil Rights Movement, bigotry, homophobia, etc - and then jump to a kitschy scene with The Handler and the Time Commission - - or time-travelling, cat-loving Swedish assassins. It feels like emotional whiplash.. (just my opinion..)