The Mr. Tripoli twist was obviously not planned from Season 1. Feels like the idea might have occurred to them while writing the finale — and that is not the feeling you want from a monumental development like this. It's like a crazy fan theory actually pasted onto the show, made explicit enough (see above) that you can't possibly dispute it. That's a shame, and I think it contributes to this season being decidedly weaker than Season 1.
I think we could have guessed that Peggy and Hanzee would be among the few survivors, so that felt right. I absolutely loved the scene with Ed telling her, with his dying breath, that their marriage probably wouldn't work out. Peggy was one of the most interesting characters, and I think I'm okay with knowing for certain now that she's outright delusional. Also, she was inadvertently asking to serve her time at Alcatraz, right?
I don't think anyone became Malvo. We should let him be. That was one of the best TV characters (and performances) of all time; let's not spoil it.