In the beginning of episode four, we see Bernard tell Dolores he wants her to find the maze.
This is significant, because it means Bernard knows about the same maze which the Man in Black is so intent on finding. Bernard implies to Dolores that getting to center of it will somehow allow her to be free.
Later in the episode, Dolores goes to Las Mudas — the town Lawrence is from.
Las Mudas is where the Man in Black killed almost everyone in Lawrence's family during episode two. Then Lawrence's daughter gave the Man in Black the next clue for the maze: "Follow the blood arroyo to the place where the snake lays its eggs."
It's probably not coincidence that Dolores finds Lawrence's daughter in Las Mudas, too. When Dolores asks where the young girl is from, she replies: "Same as you. Don't you remember?"
The young girl taps her stick on the dirt, and Dolores looks down to see the maze pattern.
Lawrence's daughter was drawing the map of the maze in the dirt. She seems to be Dolores' guide to the maze, as well as the Man in Black's.
Dolores stares at Lawrence's daughter, and hears another voice tell her to "remember."
Since the host's sense of reality is so distorted, it's nearly impossible for the audience to understand whether the things Dolores sees next are memories — events she's actually already experienced — or simply "uploaded narratives" from Dr. Ford or another.
Who is the voice speaking to her, triggering these "thoughts"? Another mystery, for now.
Dolores comes back out of the flashbacks, and Lawrence's daughter is gone.
Then a sheriff interrupts her. He asks if she's the young woman who has been reported missing from Abernathy ranch. This is the way security at Delos planned on getting Dolores back to her narrative loop. But as the sheriff speaks to Dolores, she begins having more flashbacks.
And a flash of a gun. This looks like the same one she used to kill a fellow host at the end of episode three.
Dolores then comes "back" again, and tells the sheriff that her father is dead.
William intervenes when it looks like the sheriff might force Dolores to head back home. After this, there's no scene from the Delos headquarters showing any further concern about Dolores' deviation from her loop.
So what does this all mean? Why is Lawrence's daughter so important?
Whoever built the maze clearly focused on Lawrence's daughter and Las Mudas as a main clue. But does the young girl have an existing connection to Dolores, too?
We believe the white church Dolores saw has to do with Ford's new narrative.
Back in episode two, Ford went out for a walk (accompanied by a child host designed like his own younger self). When the child expressed boredom at the blank landscape, Ford asked him "Can't you see it? [...] The town with the white church. Listen. Can't you hear its bell?"
Then Ford saw this blackened steeple in the distance.
The steeple looks similar to the one atop the white church in Dolores' vision, with the same plain cross sitting on top.
Ford returned to this steeple when he told Bernard that the new narrative would be "something quite original." So it makes sense that the white church plays into this story somehow. Dolores, and Lawrence's daughter, are involved in the new narrative then.
So is the maze part of Ford's new narrative, or are the overlapping characters a coincidence?
Dolores and the Man in Black are both looking for the maze, though Dolores might not be fully aware of this nor understand what it means in quite the same way.
In what might be a coincidence, Dolores and Lawrence's daughter seem to both be part of another narrative — one in which they lived in a town with a white church.
We're no closer to learning what the maze does, though the Man in Black seems to believe it was built by Arnold (Ford's original co-founder of the park). Does Ford know about it too, then? Perhaps he framed his new narrative around the maze?
Though this episode brought more questions than answers, we're beginning to see how all the main characters might collide down the road.
The maze, Dolores' burgeoning consciousness, and the Man in Black are all intertwined. They are also connected to Hector Escaton and Armistice, since she is "the snake" in the maze clue.
Armistice is also tied to Wyatt — the villain in Ford's new storyline — who is connected to Teddy, which loops back around to Dolores once more.
Have a headache yet? "Westworld" is probably just getting started. But the clues are there for us, and perhaps the next episode will bring even more answers.