Is Katheryn Winnick leaving Big Sky? How worried should we be for Jenny after she got shot close to the end of the episode?. Here’s the thing: We’re very worried. Technically, we’re also very worried for Cassie — we just haven’t seen her in a position as dire. We know that there’s a season 2 renewal, and with that, we’d like to think that the writers would want one or both of their leads to stick around.