This is one confusing show. That would be a generous summary of Millennium. A more accurate appreciation is that this show was strikingly mishandled, rather like The X-Files, and for a similar reason. In the case of the one with aliens, the network threw money at it to keep it on the air, necessitating a wholesale reimagining of the show's mythos. The same sort of thing happened with Millennium, which received an unexpected reprieve after it ended the world at the end of Season 2. This necessitated dropping the end of the world, and led to a poorly handled recasting of the Millennium Group as villainous, and Peter Watts as malign. When the show began, Watts was a good guy and the Millennium Group, although sinister in its secrecy, was on the side of the angels. There is a clear intention in the show to reveal that they are not all that they are cracked up to be, and every bit as much sinners as sinned against.
The problem with this is that they are too evidently on the side of good at the start of the first season, and that in the second season there is too rapid a descent into unconscionable practices. I am currently halfway through the last season, and they have become wilfully obstructive of justice and public safety, acting behind a mask which ironically brings to my mind the French Revolution's Committee of Public Safety, a real body avowedly opposed to evil which perpetrated a great deal of it. Had there been a few more seasons, this could have been done well. It is clear from the introduction of the two factions, Owls and Roosters, in the Millennium Group, in Season 2, that there was a long-term plan to introduce faction, and set one side against the other. The lack of time demanded a swift change of direction, and made the whole business too confused and self-contradictory.
The worst casualty is Peter Watts, who introduced Frank to the Group, and mentored him. By the end of Season 2 his character arc has snapped, and his character barely blinks at having to sacrifice his whole family because the Group refuses to take perfectly reasonable measures. The actor does his best, but no actor who has ever lived could rescue such a situation from descending into farce. Nobody can hold this sort of nonsense together for long, though Lance Henriksen merely has to react to the Group's sudden and inexplicable villainy rather than alter his character to justify it.
This is not to say that Millennium is a bad show. There are some amusing comic episodes, including a crossover with one of my favourite episode of The X-Files, featuring the quirky fictional writer Jose Chung. The dark episodes are nearly ubiquitous, but the striking human (and other) monsters unveiled do make for memorable and compelling figures and stories. The real problem is that one is left wanting more, not in the sense that one is rubbing one's hands for a sequel, but in that one is watching a car crash with a certain knowledge that there is no way out for the victims. I am going to finish this show off in the next day or two, and might add a codicil to this post covering the final episodes, but like so many shows - The X-Files, the new and old Battlestar Galactica - this show could have benefited from the maxim of Augustus: festina lente (more haste, less speed). It was good, but disappointing.