Every character in “The Last of Us” is haunted by death, including Abby (Kaitlyn Dever). It comes with the post-apocalyptic territory. Abby’s biggest losses have not been the result of the HBO drama’s infected zombie outbreak, though. They’re because of Joel (Pedro Pascal), whom viewers learned in the “Last of Us” Season 2 premiere killed nearly all of her Firefly friends during his rampage to save Ellie (Bella Ramsey). In the opening moments of “The Last of Us” Season 2, Episode 2, Abby finds herself back in that Salt Lake City hospital where Joel decided a brighter future for humanity was not worth losing Ellie.

“Through the Valley” opens with Abby walking slowly down the same, dark hospital hallway Joel did at the end of “The Last of Us” Season 1. Her journey is interrupted, however, by her future self, who warns her not to go into the operating room waiting...