We’re only about two weeks away from a Avengers: Age of Ultron, so naturally things are ramping up on its sister show, Agents of S.H.I.E.L.D.. Last night things got turned up to 11 with the long-awaited reveal of what happened to Melinda May (Ming-Na Wen) in Bahrain that earned her the nickname “The Cavalry” (and also eroded her softer side). It probably doesn’t tie into Ultron directly—though there is passing talk of Agent Coulson (Clark Gregg) and the Avengers Initiative and his interest in people with powers—but it’s the kind of connective tissue that gets people excited about the Marvel universe on all fronts. We won’t spoil everything, but the bottom line is May became the Cavalry the day she went into a room alone to save an entire S.H.I.E.L.D. team from a very young (and insane) Inhuman girl named Katya who had them all under mind control. She won the day, but lost herself.