Theory for the finale (spoilers for S1-5 and the play)

I'm not saying I'd like this, but I have a feeling this is how it'll end.

The play has been confirmed to be canon by the creators, in the following four episodes, I think the group will start to find out about Henry's origins. Likely, Max will explore Henry's memories more in-depth and somehow communicate that to the rest of them.

They'll learn about Dimension X, and how Henry got his powers. That's why the play is canon, but nothing really has been discussed yet in the show, it's getting discussed in the next few episodes.

Time travel has been hinted at multiple times, so I think that the finale will be them trying to stop Henry from the past from ever visiting Dimension X and getting corrupted. Of course, something will go wrong, and they get stuck in Dimension X. The only way out is by defeating the Mind Flayer.

I kinda hope I'm wrong, because it's a bit mid to be honest.