Cara.... me julguem, mas eu gostei HAHAH;
Não entendi muito bem o final, por isso fui pesquisar. Descobri que NINGUÉM entendeu o que aconteceu, obvio que surgiram varias teorias dizendo que os mesmos já estavam mortos. Eu sinceramente acredito, que os 4 morreram no final da season 3e que a 4 foi simplesmente uma alucinação do Baxter antes de morrer.
Se alguém quiser a teoria que mais concordei foi com o Sr Harry ( http://www.philipglenisterfans.org.uk/home/confused-about-the-ending-to-maddogs-we-can-help )

HARRY BRISCOE

I think it's agreed that they were all killed in the end but I don't think it happened on the beach or when the car ran off the motorway. I believe that the writer had them killed off by the experienced and world weary ex CIA at his house in the bush. He told them he had to reluctantly kill them - if he didn't then he would himself become a target - whilst they were just 'coming down' from the effects of the mind bending drug contained within a local fruit he a persuaded them to sample.
This was when they were shot and everything from that point was the last reflections and imagination of a dying man - Baxter.

Do you think an experienced CIA agent with a machine gun would be overpowered by four 'herberts' tilting a table in his direction! Don't think so.

The clues?

Why would the girl soldier friend come looking for them when she had already said her goodbye's?

Wasn't it too convenient that she had a friend with a helicopter, who just happened to drop the the lads off at a spot where the nutty CIA woman was waiting for them?

Did they really return to London for the wedding or did Baxter just imagine it in his mind?

For example, why was he running and in a panic to get to his daughters wedding in time and look so dishevelled. It was 2 years later after all.

Why was his wedding speech so poor and awkward and focused mainly on him being 'away'? The whole wedding scene was a bit surreal focusing on Baxter and his mates and they're inability to agree on anything.

As he was dying Baxter would have known he would not see Carmen again and him shooting her was his way of saying he thought he was too blame.
It's no coincidence that Carmen of the opera of the same name was killed by her lover. Baxter was an educated man.

Why was the villa in South Africa so similar to the villa in Majorca?
Maybe because you rely on old memories during dreams to fill in the blanks but perhaps you may miss out on details like bullets for the guns in the panic room.

Once again the crazy CIA woman made an appearance at the villa gates.
She must have made quite an impression on Baxter's memory.

After they were shot at the former CIA agent's house, everything that follows is Baxter's imagination and the memories of a dying man who blamed himself for their deaths, the reason he see's himself being unmasked in the 'baddies' car driving alongside them on the motorway. He thinks he has let his friends down and betrayed them.
Is this why the 'Tony Blair' masks worn by the thugs by now are two-faced (back and front)?
I'm sure the mask worn by 'Tiny Blair' who shot Alvo in Majorca was a conventional single sided mask.
Baxter even felt guilty about not returning the rented car in Majorca hence the
ludicrous summons to appear in court.

There are other clues too that the guys where dead in the final scenes.
For example, would Rick really have returned to South Africa and served out a community order doing hard labour on mountain roads. Don't think so, although I'm sure Baxter would have liked to have seen that!
Also, the 'Road to Nowhere posters', the car running on an empty tank, the over elaborate execution and grave scenes on the beach and the ultimate view of the car flying of the unfinished road with apparently not a warning sign in sight.