Elizabeth Dutton’s fate is pretty up in the air at the end of 1923, but there’s one thing Michelle Randolph can confidently weigh in on: Elizabeth and Jack’s baby.

Randolph, 27, tells PEOPLE that her character — who tragically lost her husband Jack (Darren Mann) abruptly in the penultimate episode — is, in fact, still pregnant in the season 2 finale, even though the baby is not explicitly referenced. “Where that baby goes, I do not know,” she admits.

Randolph says she doesn’t “feel like I have a full sense of closure” on the character, though, because of how open-ended her finale storyline was.

“Elizabeth walks away pregnant. We assume she’s going back to Boston. We don’t know where she’s going,” Randolph says. “I really had to kind of create my own storyline, and not get attached to it, at the same time.”

So much happens in the finale episode, which has a nearly two-hour-long runtime, and the penultimate episode was just as action-packed, as five major characters died, including Jack.

“It all happens, I mean, Jack’s death happened so fast,” Randolph says. “When I was reading it, I had to reread it. I’m like, ‘Hold on, what just happened? Is he actually dead? Is he going to come back to life?’ It was quick.”

The Landman star says she was “more sad” about Jack’s fate “than frustrated” by it, especially after how rocky things were for the couple during the majority of season 2.

“There was no closure for the two of them. But I did see it, and having read that and then gone back and read the scripts, I was like, ‘Okay, I can see how this was foreshadowed because everyone is dying,'” she says. “That’s Elizabeth’s biggest fear and it’s come true. She was right all along.”

It’s not just Jack — and Elizabeth’s love story — that Randolph was saying goodbye to, though. April 6’s season 2 finale also marks the end of 1923, a fact that she says she still hasn’t “fully processed.”

“I think everyone was really emotional for the show to [end]. It’s like, we could have done 10 seasons of it. It just felt like no one was ready to leave.”

She’s “trying not to be too sad,” though. “I think, after doing season 1 and then like keeping kind of that energy alive, knowing we’re going to go back and then doing to season 2, we’ve all become so close … We’re all keeping the energy of it alive.”