This discussion may contain spoilers!
So, after playing through Crooked Mile and watching the preview (which can't always be trusted given the previews of the previous episodes), I have found some big factors that I think have been overlooked so far:
First of all, the preview (which I hope will bear a large resemblance to the actual Episode 4) starts off with Dr Swineheart warning of Bigby's condition. I think he says something like : "he won't last long if he continues like this", regarding him being shot by BM. If Telltale do stick with this, it suggests that Bigby will face an even greater battle, and he will be put in even more danger. Bigby could slowly deteriorate, and near the end he could be near-death, especially if there is a climactic end to the series.
Secondly, on the topic of Swineheart, there has still been no news about Faith's head and the "testing" he has done on it. Hopefully, this isn't just a developer oversight, and that this wait could mean that the results will be shocking. We need to find out just exactly what made the cut and even if there are clues to the spell that she was in before she died.
Thirdly, it was so strange how BM did the almost classic movie-villain thing of sparing her biggest threat when she could have easily ended Bigby there and then. Sure, Snow probably threw BM when she offered Crane, but BM could have killed Bigby and Snow and taken Crane regardless, with both threats gone. Therefore, she must have a purpose for them both. In the preview, it's suggested that she tries to warn off Bigby, so she might not have a purpose for him. But, think about Snow. As some threads have already pointed out smartly, BM makes a reference to "out with the old and in with the new" and "long live the Queen" - possibly reference to Snow? Combine this with the suggestion from Snow herself in the preview that Bigby might not be able to stop BM, and it can become clear that maybe BM will seek to have an influence over Snow and the new Fabletown Government. The reasons why remain unclear, especially since the Crooked Man already seems to command a large amount of power, but BM definitely has a purpose for Snow, Bigby possibly.
(EDIT) Another issue for next episode is the fates of the two Tweedles (or one if you killed whichever). BM leaves the two Tweedles behind when she leaves, and neither (whichever choices you took) looked in a good condition to make a runner. Therefore, I think that the surviving Tweedle(s) will be taken into custody and re-questioned, with your end-choice affecting how willing Dum is to co-operate. Some on other threads have suggested that they could form part of a group that Bigby later forms to stop the Crooked Man, which would make sense, especially given them being deserted by him and BM
So far, these are the only plots points I've got. Feel free to give your thoughts on these ideas and give your own below, and thanks for sticking with this long post!