It's Siobhan and Bridget's birthday and Siobhan's husband decides to take Siobhan (who is really Bridget) to the Hamptons to celebrate with Henry and Gemma. While there, Bridget discards the remaining evidence of what has happened but Agent Machado catches her doing so on film.
Agent Machado confronts Gemma and informs her that Siobhan has a twin who is on the run ? something that no one in Siobhan's life knows. She confronts Siobhan and in order to cover her tracks, she lies and says she doesn't know where Bridget is.