I'm glad that somehow, Gyeol's last memory of Lyon is not her deserting him. I think young as he was, he recognized that he and Lyon were both powerless pawns for his family's political ambitions.
Re: Lyon leaving with Baek Han -- as romantic as it may sound, I've already seen the preview of the mess that will follow them that one night she and Baek were stranded in the Madam's residence. As long as the clan isn't through with Lyon, they WILL chase her and Baek down. The political crisis will also plunge the whole nation into chaos, which the noble Lyon will not be willing to risk. With her not knowing about Jayang and how the court is discreetly moving to set up their next puppet, her mind must have been conditioned that she had no other option but to live with the cards she had been dealt-- perhaps out of guilt, as well, for thinking she had an active hand at this.
I'm a fan of Dowun. I will never think of him as a good person, but there was calculated madness in his machinations that I like. Also, unlike Baek, he had been programmed by his family since childhood to work only for his family's glory regardless of what it takes, and that his worth is measured by how much he can contribute to his family legacy. It's hard to undo that kind of damage to one's psyche. All the rare cracks in his facade are only when Lyon is concerned.
I'm also a fan of Baek for being a great foil. He is a good person, and a part of it is because he grew up with models of righteousness, love, and kindness around him. But I also love that he wasn't a Pollyanna and knew how cruel society can be towards people that do not benefit them. It's heartbreaking that he had to be at a time and place that devours straightforward, honest folks like him.
I'll ship either, really. I'm Team Plot.