The story continues to add on layers of complexity and I think there is still information we are missing, which can make the story a bit harder to keep up with. That isn't something that took away from the experience for me, but I can see some people getting frustrated with this slower arc because we haven't reached a climax yet. 

Rin is having to deal with the aftermath of what he has seen so far.  Rin is having an existential crisis because of all the damage he feels his existence has done to the world.  He has a strong sense of guilt for the events that led to his mother's death as well as the deaths of many exorcists. It's quite depressing to see him go through all this, but it's also giving him a lot of character development. He also had to deal with the consequences of his birth eventually, so I think it's appropriate for it to happen now. 

Shiemi is currently being kept in a garden and being groomed like a doll. I don't know exactly what is going on with that, but it does not feel like it's anything good. Yukio may also not be as far gone as I first thought. We will have to see what happens next to see where his character arc is going. Meanwhile, Lightning's investigation with Ryuji seems to be bearing some fruit for them. The Knights seem to be more willing to believe them, but that doesn't mean their work is done. There are still a lot of plot points left in the air and I am still left with more questions than answers. I'm looking forward to the continuation of this arc and I am sure the payoff will be worth it.