Part Three: Robert tells David about Ziz's glorious plan to take to the sea and sever the right and left brains of her followers in order to make them psychopaths god that sentence was weird to write trust us the episode is weirder.
Part Four: Robert concludes the story of the Zizians with a spree of horrific violent crimes and deaths, culminating in a shoot out with the Border Patrol in Vermont of all places.
Sources:

Part Two: Heinrich Schliemann: The Archaeologist Who Destroyed Troy
44:41

Part One: Heinrich Schliemann: The Archaeologist Who Destroyed Troy
55:13

Part Two: Martin Niemöller, the author of 'First They Came', was a murderous fascist
1:05:24