(Warning: spoilers ahead)
The first, "The Trigger Effect" highlights how utterly and irrevocably dependent human civilization is on a broad web of technology and how delicate that web is, the so called "technology trap". Break it and we can expect an astronomical death toll. (We got a tiny taste of this in the supply chain disruptions of COVID-19.) No one wants to think about it or believe it but the breakdown of civilization is actually possible.
The final episode, "Yesterday, Tomorrow and You", ties together the past episodes by pointing out that technological progress is not really controllable or stoppable because of its incremental and interlocking nature. Yet by doing so, we are only deepening our dependence on an ever more delicate web of technology without which we are helpless. Moreover, we don't even know where this unstoppable technological progress is taking us; perhaps a utopia but just as likely a hellscape. (An example of this is the unforeseen societal consequences of the growth of social media or the loss of privacy caused by the web.) It is enough to make one think that the apocalypse preppers aren't entirely wrong.
It is one of the most utterly terrifying and thought provoking concepts I have encountered over a lifetime of gathering knowledge.