A question about Andrea:
When did Don and Andrea have an affair? Don claims it was six years ago, at “the old firm.” This seems implausible — in 1960, when Sterling Cooper could barely comprehend the notion of letting Peggy write junior copy, it was hiring female freelancers? This, and the fact that Andrea incites so much guilt and anxiety that Don has a fevered nightmare about killing her, implies that their affair was much more recent, maybe even since Don’s marriage to Megan.
On the other hand, Andrea calls Don her “bad penny,” and seems surprised to see him in the building. (Although of course the encounter could have been calculated and the surprise feigned.) And Don is pretty obviously totally in love with Megan.
Perhaps the point of the Andrea incident is to underscore how the focus of Don’s life truly has shifted, as he said in the first episode, from his work to his wife. Megan, not work, is the thing he cares most about. His Dick Whitman secret can’t much hurt him anymore — Megan already knows about it, and doesn’t much care — so his self-hatred finds a target in his history of infidelity. It’s a marker of how much he loves Megan that his infidelity to Betty never made him feel guilty when he was actually married to Betty, but he finally feels bad about it now. As Megan says, the fact that he feels guilty makes it even worse. She’s married a bad person. She maybe doesn’t know it yet, but he does.
Also, poor Roger Sterling, who has no place in the world except that which he rents in installments of hard currency. His wife, who can’t stand him, openly married him for his money. And he’s now literally paying his job to keep him — he paid Harry $1100 so that he could keep his office, and he pays Peggy $410 to avoid revealing his screw-up. Maybe Joan’s splitting up with Greg opens the door to reinitiating an affair with Roger. There are no happy endings there, though, either.