How will Jennifer Jason Leigh go down in flames?

Some do. VM Varga was left open ended though, as well as Mrs. Goldfarb.

Maybe if she'd been a male character she'd have suffered but being a woman and this series having a fairly strong woman vs man vibe to it, she wasn't just going to survive, she was going to turn out good, join forces with the other main female characters and have a satisfying ending where she hammers the final nail into the Sheriff Tillman coffin.