In the second part of Season 4 of You, we learn that Joe never actually let Marienne go. He'd been holding her captive for a while, hoping she'd give their relationship another shot.
Joe thought he had let Marienne to escape on the train. Joe's shadow self, personified by Rhys, reveals that he abducted Marienne but that he has blocked the memory of the event from his conscious mind.
At the train station, Joe not only stole Marienne's necklace but also poisoned her drink, causing her to fall asleep. Later, she awoke in Joe's place. Joe took care of her & fed her in the hopes that she would come to accept him, but Marienne always managed to get away.
One Joe, playing the role of Rhys, became enraged by this. After that, Joe stopped thinking about Marienne & started acting like Jonathan Moore everywhere he went. Due to Joe's confinement, Marienne is unable to obtain adequate nourishment & she suffers as a result.
After doing some digging into the identity of her mysterious Professor Jonathan Moore, Nadia eventually makes her way there, only to find Marienne there by herself.
Plan A of Marienne and Nadia
Nadia says she will help Marienne get away from Joe. In turn, Marienne tells her that she can't trust the police to protect her and her daughter since Joe will find a way to escape. He is capable of doing this again since he has done it before.
During Nadia's subsequent trip to see Marienne, Joe shows up as well. Thankfully, Nadia manages to avoid capture by Joe by slipping away before he arrives. If they can't get away from him, Nadia suggests they kill Joe as soon as he departs.
In this scenario, Nadia will have her lover, Edward, bring her some ketamine. They'll use them to put Joe out cold, and then Marienne will stab him to death. Nadia makes a hasty error, which is unfortunate.
Joe, meanwhile, is on his way to see Marienne. Joe is prepared to let Marienne go, and she has no idea. Marienne tells Joe to see how her daughter Juliette is doing because he is helping out.
Joe finds out that Marienne is losing custody of her child by texting her friend Beatrice, who is watching Juliette. This news has devastated Marienne. Joe says he will fix things. Joe realises he has forgotten the password to the cage and must return home to retrieve a key.
He returns with the key and discovers Marienne's body. She overdosed on medication and committed suicide. Joe thinks she did it because she was devastated by the loss of her child, the one person she truly cared about.
Joe then moves Marienne's body to a park in order to make it appear as though she died of a drug overdose.
The Back-up Plan That Will Keep Marienne Alive
If things did not go according to plan, Nadia and Marienne had a backup strategy ready. Nadia gave Marienne some pills, and the two conspired to have her kill herself so that she wouldn't have to face the prospect of losing custody of her daughter.
Nadia took Marienne's phone and entered Marienne's number under Beatrice's name as Marienne had directed. Joe told Nadia that Marienne is losing custody of the child when he texted Beatrice.
After finding her death justification, Marienne said she had nothing else to live for, and Joe believed her. The medications Nadia gave Marienne are beta blockers. If you take these medications, your heart rate will slow to the point that people will assume you have died.
The gullible Joe eventually deposited Marienne on the park bench. Nadia had followed Joe to the park and revived Marienne with an injection as soon as he left.
Now, Joe has no idea that Marienne is still alive. She and her daughter are currently on an extended trip, and she is relieved that Joe has been given a second shot with Kate.
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