At the beginning of the Season 2 finale, titled "Palindrome," there is the same disclaimer.
But this time, Lou Solverson (Patrick Wilson) is saying it aloud as
viewers are shown a montage of the deceased members of the Gerhardt clan
— Rye (Kieran Culkin), Otto (Michael Hogan), Dodd (Jeffrey Donovan),
Simone (Rachel Keller), Floyd (Jean Smart) and Bear (Angus Sampson),
with the flying saucers from Episode 9 still hovering over the latter.
Back at the Solverson residence, Betsy (Cristin Milioti) — who was
thought to be dead after collapsing on the kitchen floor in Episode 9 —
is seen lying in bed with little Molly (Raven Stewart).
Noreen (Emily Haine), who has been taking care of the two, tells Betsy
that she had a reaction to the pills that doctors prescribed for her
cancer.
