I took Holden's acceptance of the infidelity as him feeling that he should have seen it coming. Here he is trying to track down and systematically categorize the most dangerous humans on Earth and he lets his girlfriend cheat on him right under his nose. Holden blames himself more than her, moves on, and accepts his oversight as a necessary fallout of importance of his work.
As for that guy at the start of the episodes, it's just building long term dramatic tension. Reminds me of when Doomsday was being introduced to the Superman comics and they just would show a frame of him digging himself out of the Earth at the end of several issues until they were ready to unveil him.