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Well, okay. Wow.
I'm going to start by saying that, having come this far, I can definitely see why some people complain about the anime versions of the characters being much more "hormonal" than in the OVA.

So:
Saya is evil, for one reason or another.
Kohata's Other self was killed.
Kagari, although Chariot was also killed, is as creepy as ever.
Okay.

Now, about Yomi's mental breakdown in episode 4. I have concluded that, after all those years of torment from Kagari, Yomi had probably become emotionally unstable anyway. Now in this episode, Mato spends a lot of time with Yuu, and Kagari has all new friends, so she feels like no-one needs her(which Kagari then comfirms, for her part, after Yomi thought that Kagari was maybe the only person who needed her).
This, plus what I said before, is how I explain her very extreme reactions to receiving a text message from Yuu, and then being hurt by Kagari, who has forgotten her feelings for Yomi now that Chariot is dead.

As for Saya, saying that she might kill Mato... What the heck.
I feel like she plays a greater part in all of this somehow. Maybe she'll be like "the final boss"?

In any case, Yuu has explained more about the Otherworld to Mato (Thank you, Yuu!), and by the way I still don't get why everyone forgot about her, or how she knows this information.
Now Mato has merged with Black Rock Shooter to perhaps, if I am right, form Insane Black Rock Shooter and Dead Master has been killed!

What will happen?! Will Yomi lose all memory of her friendship with Mato?!
Stay tuned!!

P.s.
I don't usually ship yuri pairings, but it's hard not to in this anime!
I ship Yomi x Mato, Yuu x Mato and Yuu x Yomi 3nodding
~