David Budd, Special Protection Officer, saviour of train passengers, sexy undercover lover to the Home Secretary and hero in the face of sniper fire, has been reduced to the status of a child in his sad, unfurnished home.

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His estranged wife is with him, tweezer-ing out brass fragments from his hairline. 'What is this stuff?' she asks him. 'The bullet case,' he replies in an unusually loud and stilted voice – the symptoms of a bursted ear drum and the kind of cold and empty emotional landscape that would lead you to try to put a bullet into the side of your head.

Read our interview with the cast here

Normality has been slipping away from Budd (Richard Madden), faster and faster, since the moment he was ordered to enter the covert and dangerous sphere of Julia Montague (Keeley Hawes). But as Montague's world of deceit, double-crossings and grabs for power becomes even more frantic, Budd finds himself suddenly cast aside – condemned as failure and possible co-conspirator – now alone with nothing but his post-traumatic stress disorder.

Jed Mercurio's Bodyguard has dominated the TV ratings this September (putting ITV's Vanity Fair to shame), thanks to a constant (and rather tiring, sometimes) oscillation between mounting tension, big explosion and back again; a Game of Thrones-like cavalier attitude to the lives of its characters and an ungovernable web of lies that tangles all its conniving participants up into a big ol' mess.

The question of who replaced the bullets in Budd's gun with blanks pulls our hero back into the fray. Budd's not done being a part of the action just yet, after all. When he's not in police interrogation cells he's back at the hotel where Montague last slept, flicking through doctored CCTV and trying to grab the attention of officers and politicians who no longer have time for him.

The lingering questions – how much is Budd lying to the police? What was in the suitcase? Who was Montague meeting with on those dark nights? Who is working against who for what reason? – are compelling and, if we're totally honest, sometimes confusing. But it's Budd's declining mental health and the soft touches of his soon-to-be ex-wife that ensures Bodyguard has enough heart to keep us emotionally invested in between all those out-of-control explosions.

Read our review of Bodyguard episode three here