Some of those would be odd to hold back and then expect the audience to remember and have a significant reaction to later. Hemsworth getting snatched by the natives, Elise being dead but maybe not 100% confirmed, Dolores' dad. It's odd that they kept getting brought up but the show totally ignored them in the finale. You don't have to resolve those mysteries but it's beyond Chekov's Gun violations, you got Chekhov's Armory going on here. It isn't smart to not even callback to something if you're going to leave it until next season.
If you cut out Hemsworth getting jumped by the natives, what changes about this plot? Nothing. He would still get locked out during the shootout. But instead of the reaction being from a character we're familiar with, it had to come from someone we didn't know. It lessens the impact.
That's sorta why the finale was disappointing to me. There were quite a few things they left on the table after fiddling around with them in the last few episodes.