In search of guns and money to escape New York, Sax crashes a high stakes poker game. Happy tries to convince Sax that he's a father. Sax's exes team up in an attempt to locate Hailey.
While tracking his daughter, Sax remembers his dark past. Merry and Amanda make a chilling discovery. Hailey is coerced into spilling information about her dad.
Sax and Happy go separate ways following a destructive family reunion; Merry is under investigation by Internal Affairs; and Hailey and children are introduced to a far more terrifying prison.
Sax and Happy are finally reunited and make a renewed push to find Hailey. Amanda gets in to trouble as she pursues a dangerous lead alone. Blue and Isabella feud over a dark family secret.
As Christmas approaches, Sax and Happy are locked in a climactic confrontation to rescue Hailey from Very Bad Santa's lair. Merry seeks to rescue Amanda from a dangerous foe.