Just watched last night and I thought this was a great episode and no I don't think this is a setup to end the show, I think it's setting up for next season with Carrie as a real CIA agent again. I suppose the death angle could be a possibility, but as a writer I don't know why you would put her through all this shit just to kill her off. I think she's going to go to Europe, bring back Simone, save the president, and then either re-join the CIA or work for Saul in his role as National Security Advisor to set up for next season.