Exclusive Ray Donovan Finale Postmortem: The Show's Latest Victim Speaks

[WARNING: The following story contains spoilers from the Season 2 finale of Ray Donovan. Read at your own risk.]
Some people just don't know when to quit.
On the Season 2 finale of Ray Donovan, Boston reporter Kate McPherson (Vinessa Shaw) learned the hard way that getting mixed up with Ray Donovan (Liev Schreiber) is a bad idea. Despite Ray's multiple warnings throughout the season that Kate's digging into Sully Sullivan's murder would get her killed, Kate was a dog with a bone. And inevitably, Ray's words came true in Sunday's finale when Avi (Steven Bauer) snuck into Kate's apartment and shot her to keep her from revealing everything she knew about Ray and his network of dirty dealers.

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But Ray had nothing to do with it. Rather, the hit on Kate was ordered by Ezra (Elliott Gould), who was trying to cover up his own misdeeds. And Ray was so incensed by Kate's death that he did what he promised he'd do, publicly releasing the sex tape of would-be FBI director Cochran (Hank Azaria) and burning bridges with Ezra by reporting that a body had been dumped at the construction site of Ezra's Ruth Goldman Ovarian Cancer Center. (He also killed Cookie Brown to protect his daughter for good measure.)Clearly, Kate's (perhaps predictable) demise will have major ramifications on Season 3. TVGuide.com chatted with Shaw to get her take on Ray and Kate's "twisted" relationship and why Kate just couldn't walk away, even to save her own life.When exactly did you know that Kate would meet her demise?
Vinessa Shaw: Actually, when I met with [creator] Ann Biderman, she told me a rough outline of the kind of character Kate is: that she's a reporter and she's investigating Sully Sullivan's death, and she falls in love with Ray and then she dies. [Laughs] I think Ann knew that this was something that she wanted to have happen, and it's a powerful demise, of course, because it affects everything, especially Ray. So, yeah, that was her intention all along.It was a pretty unceremonious death. Were you surprised that it was done so quickly?
Shaw: In my own personal way, I was shocked. But I wasn't shocked in terms of how it unfolded in the world of Ray Donovan. Ann really has the intention of making everything on the show as [non-]precious as possible. She's very much a person who really wants the characters to have as much simplicity as possible, and for there to be as little emotionality up front as possible. In the end, she became somebody who is just in the way of the progress of the kind of job that Ray's entrenched in. She was, in the eyes of many people surrounding Ray, an obstacle, and that obstacle needs to be removed and crushed. So it makes sense that her death was matching that kind of sentiment.

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But Kate's death did have an impact on Ray. Why do you think he felt so strongly about her?
Shaw: They became each other's mirror images. [They were] two people who love their job and have a passion for their job. They have an inability to express how they feel about each other, as well as be able to let go of what their job presses them to do. 

Ray did sort of blow up his work after learning of Kate's death.
Shaw: He unplugged everything that he's connected to in many ways, besides his family. Her death, as simple as it was, kind of propels Ray to make drastic changes, as well as for us to really feel and understand how Ray truly does feel about Kate. He doesn't curl into a ball and cry, but he does things that will definitely disconnect him from those who have hurt him in relation to how he felt about Kate.
Right. Of course, Kate didn't live to see all of that. How did she think he felt about her?
Shaw: Well, I think in Episode 11, Kate, in her own way, expresses that she loves Ray. She doesn't really say it out loud, but she's willing to risk her job. In that moment, when she says goodbye to him, I think she's kind of extending herself well beyond what's comfortable and she's pretty much saying, "I won't do this for you if you tell me that you care about me in any way." And he doesn't have the courage to say anything. So, she's kind of lost hope in their relationship and has to move forward with her job to print the story and buries her head back into work.
Since it's Avi sitting in the chair in that final moment, did Kate die thinking it was Ray's doing? 
Shaw: By that time, Kate is really clear about moving on from Ray, even though it's painful. But I feel like she gets him, she gets that he's tied to his job and that she is, too. Even though she's having a painful moment and wishes he would be different, she gets that part of him. So, I think [her death] is probably, technically, too quick for her to gather any information, because she doesn't have any idea that she's going to be shot and killed, but I bet you if she did have a last gasping breath, she would understand that, in a weird way, that she pushed herself this far. She pushed herself to the edge, and she's been warned about her life being in danger, and yet she continued to do what she loved, which is to tell the truth and to fight for the story, which is what she feels a reporter must do. Whether she knew or not that Ray was involved with Avi killing her, I think she died knowing that this is kind of her fate at some point.
Ray Donovan showrunner steps down
Given how many times Ray warned Kate, her death did seem inevitable. Is her reporter's instinct her fatal flaw? Couldn't she have just let it go at some point?
Shaw: I think Kate was starting to change toward the end of the season. I think she's been someone who tries to get the story many ways. But I think she felt different about Ray, despite the fact that he's extremely cut off, and is actually kind of bizarre and sick. This has kind of been her pattern, but I don't think she expected to fall in love as she did with Ray. I feel like she's someone who, by the end, has been a little bit changed from her experience with Ray, and perhaps, before meeting him, knew that her fate would be to go out with her boots on. In Episode 10, she says it's kind of an occupational hazard to be the kind of reporter she is, who will stop at nothing to get the story.
You mentioned Ray being sick. In the earlier episode when Ray chokes Kate, why wasn't that enough to scare her off for good?
Shaw:  I think Kate is sick in many ways herself. With that choking scene, I think she may be so twisted as to think that she pushed him too far. I mean, nobody should choke a woman like that at all, ever, period. But she somehow can justify the means in her mind because she pushes his buttons and is wanting to push that part of him. She wants to understand him and really get to know him through exposing his dark past. Obviously, she didn't think it would go that far, but... I think she's a little messed up in her thinking, because she thinks she was in the wrong even though she ran away fearing for her life. When she says goodbye, she does say he's sick and that he needs help, but she somehow has some weird compassion for him, and perhaps maybe feels it was her doing that she pushed him too far to the point of him choking her.
Since Kate did have such an impact on Ray's actions during the rest of the finale, do you think her spirit will somehow live on in Season 3? 
Shaw: Well, I do think that everything that happens in the world of Ray Donovan affects the next move that he or his family or everyone around him makes. So, what the hell is Ray going to do now? Because Ray just completely unplugged from every connection he has to what he does in L.A. Is he going to go back to Boston? Who knows? So, I feel like Kate's death does have an effect on what the whole entire show will be next season. But I think the walls are starting to come down. And just like Kate, things are becoming more personal, and he can't close off those doors that are starting to open. It just becomes like a rush of water caving in on you. So, I think that's what Ray's going to have to deal with in season three, and I can't wait to see what happens.
Ray Donovan will return for Season 3 in 2015. What did you think of the Season 2 finale?