Catherine reaches Vincent in the catacomb and rescues Vincent from his madness. However, as Vincent begins to recover, he realizes he has lost his bond with Catherine and is unable to sense when she is in danger. Meanwhile, a deadly explosion lands Joe in the hospital where Catherine discovers that she is pregnant and debates how to tell Vincent, but as Catherine begins investigating the explosion it leads to her being kidnapped by a powerful crime syndicate led by a shadowy figure
Vincent, Joe and Elliot Burch all continue to search for Catherine who is still being held captive as her baby grows inside her. As the delivery comes closer, Vincent begins sensing the child's existence which lures him to the skyscraper where Catherine is being held. However, Vincent may just be too late as the evil Gabriel has plans for Catherine's child.
Following Catherine's death on the rooftop, Vincent takes her back to her apartment and leaves her on her bed. Later, as Vincent is grieving, Joe begins an investigation into Catherine's murder, hiring a private detective Diana Bennett, who encounters Elliot Burch and also members of the Tunnel World at Catherine's funeral. Meanwhile, Vincent's past demons re-surface as well as memories of Catherine who soon begins to search for his son.
Vincent has begun his quest to find his son and makes his first move by revealing himself to Elliot. Meanwhile, Diana has become immersed into Catherine's life and soon discovers the entrance into the Tunnel World in the basement of Catherine's apartment building and Elliot discovers the role Moreno played in Catherine's death which leads to a confrontation resulting in Vincent being shot.
Recovering from gunshot wounds, Vincent begins to have nightmares about a bad snowstorm reaching the tunnels. Meanwhile, Gabriel hires an assassin named Snow to find and kill Vincent. With Moreno dead, Joe has taken over as district attorney and asks Diana to continue her investigation into Catherine's death. Unknown to anyone, Snow enters the tunnels and Diana also gains entry and begins her search for some answers.
Not wanting to put the Tunnel World in further danger, Vincent decides to leave the tunnels and with the death of Snow, Gabriel plots for Vincent's demise. Meanwhile, Elliot is on the verge of financial ruin and Gabriel promises him he will restore his empire if Elliot were to betray Vincent. Diana reveals what she has found to Joe and later she stakes out Catherine's grave where she encounters Vincent who is in critical condition following an explosion on the docks that may have cost Elliot his life.