The way Hei says it, "that woman" did something to Yin, and he is going to kill her. It sounds like it is the same "that woman" that is also employing both him and Mao. There is no indication that Yin is dead though, thankfully.
Also, people are misunderstanding the scene with Suou being tied up. She went after him with a rope first, thinking that he was asleep, and well, I guess he didn't appreciate that.
He would not have done so otherwise; she poses no threat to him whatsoever.
I was not looking forward to Suou becoming a contractor, but at least she retained her humanity; hopefully it does not disappear in time. It is not clear that her ability is inherited from Hei though, and she does require a remuneration, unlike him. Her ability almost seems like a portable gate, which like the real one, is able to materialize peoples' desires. (Such as the starry sky, or Misaki's voice recorder in S1.)
Hei losing his abilities is not much of an issue as long as he has weapons, though without any, he is at a disadvantage. Probably the worst part for him though, is losing his coat. Ironically, I think other people have it worse--they now face being seriously injured or killed, rather than simply rendered unconscious by a shock. (eg. the guy that fell)
Overall, another great episode.