The big drone at the end was explained in season 2 episode 9. When they ran into the group of people in Roswell New Mexico. They thought it was aliens, but it was a few pilots that were sent by Zona to get the technology, even the gun used at the end was used in Season 2 episode 9.

Yeah originally he was suppose to deliver Lucy, now apparently it looks like he has strong feelings for her, fatherly that is, and decided to cash in his reward and go with her.