If “Finding Frances,” the finale of Nathan for You’s fourth season, which first aired on Thursday, winds up being the show’s last episode, that’d be fitting, because what else could Nathan Fielder possibly do? The episode was a hair-raising 90-minute adventure, but also an amazing example of a program tweaking its format on the fly, mutating from expert reality-show pastiche to detective-story psychodrama. It was funny, but it was also the sort of bizarre, stranger-than-fiction character study you’d expect from Errol Morris.

And game recognizes game: Three days after “Finding Frances” aired, the Oscar-winning director of The Thin Blue Line and The Fog of War tweeted that the episode was “unfathomably great.” The operative word here is “unfathomably,” because even as a fan who has devotedly followed the ambitious and amazing things that Fielder has been doing with his Comedy Central series for four years (and also as a fellow Canadian who fondly remembers his breakout as a correspondent for the long-running CBC news-parody show This Hour Has 22 Minutes), the startling and unsettling seriocomic tone of “Finding Frances” was a deft two-step beyond the comfort zones of the entertainer and his audience, with a sense of coloring outside the lines suggesting a true disaster artist.

In 2014, the Vancouver-born Fielder first made waves in the U.S. with the second-season Nathan for You standout “Dumb Starbucks,” in which he exploited a loophole in U.S. copyright law to open a green-logoed coffee shop in Los Angeles under the pretense that it was actually a pop-up art gallery aestheticizing its multibillion-dollar namesake. It was clear that he was up to something more than mocking reality shows. The oddly plausible conceit of a young business school graduate trying to help independent retailers compete against corporate foes opened the door for gross-out humor (like a line of “shit-flavored” frozen yogurt) and served as a launching pad for pointed political comedy.

Nathan for You’s ludicrously convoluted plans in the early seasons, like convincing an electronics store owner to sell plasma TVs for $1 in an attempt to leverage Best Buy’s price-matching scheme against itself, were almost always monuments to elaborate impracticality, and led to Pyrrhic victories at best. But their “failures” were deceptive. Like all good satire, Fielder’s modest business proposals offered swifter appraisals of 21st-century consumer psychology than any essay. And nobody had a more infectious sense of what will go viral, or why.

Fielder’s most exhilarating stunts transcended Nathan for You to become genuine pop culture phenomenons. Summit Ice — Fielder’s financially and philanthropically successful clothing line that uses branded winter apparel to promote Holocaust awareness (in response to Fielder’s discovery that the outerwear manufacturer Taiga had included the writings of a Holocaust denier in its catalog) — is a dense Gordian knot of absurdist humor, weirdly rigorous moralism, potentially dubious sincerity, and intelligent provocation of a comedic taboo that Larry David could only dream of approaching on his best day.

Somewhere around the same time that Fielder began to be hailed as a conceptual genius and Banksyesque social commentator, though, Nathan for You began moving in a different direction, concentrating on its host-slash-creator’s social awkwardness until it started to become the show’s true subject matter. In Season 3, Fielder’s trademark tactic of crafting overly intricate, time-consuming solutions to simple problems was consistently revealed to be a coping tactic for his own isolation. Whether it was asking an amateur actress to repeat “I love you” while staring into his eyes or stealing another man’s identity and donning a latex mask for a tight-rope walking stunt in downtown Los Angeles, he seemed to be soliciting emotional validation from his “clients” more than helping them.

This twist, which had been hiding in plain sight since the first episode, opened up larger questions about a show that had always tested the boundaries between real and fake — namely, whether this crippling insecurity was, like nearly everything else on Nathan for You, a version of performance art. In September, I went with a group of colleagues to see Fielder preview episodes from Season 4 at the Danforth Music Hall in Toronto; one of the episodes was “Andy vs. Uber,” which featured an army of disenfranchised cabbies who volunteered to become “sleeper agents,” sabotaging their competitor by becoming Uber drivers and subjecting passengers to stink bombs and Lou Bega songs.

We concluded over dinner afterward that seeing Fielder’s shtick in person actually made it harder to tell what his deal was. He’s a walking version of the uncertainty principle. Either he’s perfected the art of sustained impersonation, making him the millennial Andy Kaufman, or he’s internalized his nervously smiling outcast persona to the point that it’s inseparable from his real impulses and emotions. He does the best imitation of himself.

In Season 4’s second-best episode, “The Anecdote,” Fielder contrives to have himself pulled over for speeding en route to a wedding carrying a baggie containing a stranger’s mother’s charred hair clippings just so he can have a great story to tell while doing a guest spot on an ABC talk show. The joke is that he needs the story to be completely “true” in every detail even as he brazenly manipulates or pays off a half dozen people to make it so, in effect adhering to a bizarrely obsessive but essentially ethical mind-set that might be better parsed by Holden Ford than Jimmy Kimmel. (A Nathan for You–Mindhunter crossover would be amazing, by the way — that or Fielder should work with his fellow control freak David Fincher ASAP.) But the most lingering image from “The Anecdote” is that of Fielder shuffling solo on the dance floor at the nuptials of two complete strangers — the loneliest wedding crasher of all time.

Like “The Anecdote,” “Finding Frances” is unique in the Nathan for You canon in that its story line doesn’t involve helping a small-business owner. Instead, it’s about a road trip taken by Fielder and septuagenarian Bill Heath, who showed up in Season 2 as a Bill Gates impersonator with dubious credentials and earned a place as Nathan’s most frustrating foil. We learn that Fielder and Bill have stayed in touch since their first encounter, and that when Heath came to the show’s offices to record a DVD commentary for his episode, he ended up speaking spontaneously about a failed love affair in his youth with a woman named Frances. “I should have married her,” he says mournfully, before he and Fielder begin a cross-country odyssey to find her despite having no personal information beyond her first name, with Fielder and his camera crew in tow.

Nathan for You has been accused of being a cruel show, and there is something to these claims: The way that Fielder instrumentalizes the people around him under the guise of assistance, turning them into flesh-and-blood props or cogs in his unstoppable conceptual-comedy machine, can seem ruthless and cold-blooded. Bill is in a different category, however. His weirdo showmanship makes him impervious to exploitation; his personality is so odd and his rhythms are so erratic that he becomes a perfectly matched opponent rather than a dupe.

At first, the pair’s road trip resembles a typical Nathan for You episode. After decamping to Dumas, Arkansas, they have to fake an appearance as the producers of a sequel to the 2012 Matthew McConaughey drama Mud to gain access to Frances’s high school yearbook, and then throw an ersatz class reunion to try to entice her to attend. It’s all utterly ridiculous, but as Bill’s behavior grows obsessive and creepy — he starts talking about how he’s going to get his former lover to leave her husband the moment he finds her — something unprecedented happens. Fielder starts to seem like the one being railroaded on his own show. His cast-iron deadpan cracks; he looks like he’s in over his head.

Fearing that Bill is going to act inappropriately in the event that he ever meets Frances, Fielder turns to the same role-playing scenarios as Season 3’s “Smokers Allowed,” trying to wrest control back by adopting a directorial role, with dismal results. He hires an actress named June, who resembles Frances, to lead Bill through some improvisation exercises designed to teach him respect and empathy, but the older man ends up groping his scene partner’s thigh. Fielder also offers to pay for a local escort named Maci to go on a completely platonic date with Bill, but Bill refuses on the grounds that he doesn’t want to go “sticking it in” somebody whose sexual history is unknown to him.

It’s easy to be repulsed by Bill’s old-guard sexism and insensitivity (doubly so when we see that he’s a Trump supporter) and sympathize with Fielder’s efforts to help him. But “Finding Frances” gets diabolically complex as it goes on. Fielder ends up meeting the escort himself, and decides to pay her stated rate of $350 (advertised on her personal website) for an hour of hands-off “flirtatious” company. This includes having her watch some episodes of Nathan for You, after which she concludes, wisely, that Nathan is “kind of mean, like funny-mean.” He takes it as a compliment, and, apparently smitten, keeps making plans to see her during his down time between excursions with Bill — each time bringing Maci cash in an envelope to ensure continued interaction.

Who’s playing whom here? Is Nathan conceding that he’s reduced to buying affection instead of earning it, or is he a crafty entertainer putting one over on his new contact by paying her what is, in the context of his show’s budget, a pittance to serve as a narrative device, a girlfriend ex machina? Or is Maci taking advantage of a lovelorn loner by stringing him along at $350 per chaste date? Are we watching two guarded, lonely people fall in love, or are they both just natural-born fakers?

“Finding Frances” culminates with an awkward, cathartic phone conversation between two people, Bill and Frances, who haven’t spoken in decades. “The years go by,” Bill says, suddenly waxing poetic. “In the snap of a finger, they go by.” Fans who got off on the fuck-the-system sarcasm of “Dumb Starbucks” might be blindsided by the contemplative melancholy on display here. It seems like something that even a gifted dramatist, working with a cast of talented actors, would be hard-pressed to approximate. In the final scene, we see Maci and Nathan reunited. It seems that observing Bill’s misery up close has pushed a loner to reach out and make a connection, and finally somebody has reached back. Because Fielder (who directed the episode) doesn’t show himself handing his new girlfriend an envelope, as in their previous meetings, we can’t tell if their relationship is purely romantic or transactional. The episode ends with a shot from a drone-mounted camera that flies far away from the couple, indicating that Fielder’s need to obsessively document his life is receding into the distance.

It’s a brilliant, moving bit of filmmaking that would work as a truly happy ending for Nathan for You, but it’s also so perfectly packaged as such that it’s hard not to feel like we’re being played one last time. Mistrust is woven into the fabric of the show’s universe, and the possibility that we’re watching a piece of carefully scripted, stage-managed wish fulfillment — for Nathan Fielder the character, or Nathan Fielder the artist, or some combination of the two — hovers over the end credits. If “Finding Frances” does turn out to be a series finale, it will send Nathan for You off into the sunset on its own shady terms, casting a longer, darker shadow on the television landscape than any other comedy.