I think that he ran to his office and locked the door, leaving everyone else out there to die. The bit about the papers is about him nervously trying to do something to keep his attention away from the screaming.
So I watched this over at Netflix. I didn't hate it as much as people here, but I didn't love it either. It was just one of the many average, or below average, shows I watch on Netflix that keep me entertained enough and then when I'm done with them I just forget them. I imagine that if I watched it live I would have been way more frustrated than I was.
Some things did stand out to me in terms of badness.
First of all I felt the show kind of lacked a theme. Sure, the main theme of a story like this is related to how people will go nuts when locked up together in an emergency situation. Some of that was here, too. But then there were these other things that seemed just forced in there for some reason, and I couldn't figure out why they put them there, thematically speaking. All this stuff about sex, and promiscuity and date rape, and Adrian bisexual woes and whatever relationship he had with the jock... and Mia and her addiction and the money, and the military, and memory loss... like it really bothered me because I kept trying to figure out what they were trying to say and how it related to the mist, but in the end it felt like they just threw whatever in there and weren't really saying anything.
I also didn't understand how the mist worked, at all. It just seemed to do what the plot wanted it to do. It had so spare Alex first so the grieving mother could create drama, but then later it had to want to eat her or possess her or who knows just because it as time for Jay to die (because they couldn't be a couple now that we knew they were siblings and the triangle between the grownups, one of whom just lost his son and would hold on to Alex more now, was clearly more interesting in the writer's minds). The mist spared the nature lady the first time around so she could create her cult, but then later killed her at the mall. Nature lady saw the mist as nature putting things back in order, when Kevin hallucinated it was implied that it had to do with evil/supernatural forces/the devil and then the military subplot implied that it could be a man made something. I have no idea how any explanation could make sense, except maybe the supernatural one. And even in that case I don't know, still, how the mist worked and how it chose it's victims.
And final nitpicking: I was so distracted by how everyone just locked themselves up everywhere and then they were oh so safe from the mist. The mist is basically air. If they can breathe, the mist can get inside. Slower than if the doors were open, sure, but still. I can buy that the mall's front doors could seal enough to not let the mist in, same as some doors at the hospital. But there were so many times when they were just normal doors, with normal door gaps between the doors and the floor (among other gaps). Same with the cars. They were oh so safe in the cars, and here I was just thinking all the time about how the mist should be getting inside through the air conditioning vents.
I really disliked Kevin basically killing everyone at the mall. I get the desire to do it, and I get that the audience probably wanted it to happen (i know I did want the mist to get them), but whatever things they had done before, Kevin outdid them. He killed them all and it wasn't even self defense. I guess one of the themes was that the nice looking people sometimes are the WORST, even if they don't want to admit it to themselves. The worst people, the ones who did the worse things, weren't the obvious bad guys like Jay or Mia, but the "nice" people like Kevin, the mall manager and Adrian.
I agree with whoever said that poor Jay was so screwed over. Poor, poor guy. He turned out to be one of the best people in the show, one who never hurt anyone and just tried to help.
I wish they had let the finale end when they were off to find out if they could get away from the mist, if it was happening everywhere. That could have been more of a closed, yet open, ending than what we got. I'm annoyed when shows get canceled with no resolution.