There's only one episode left in Tell Me Lies season 3, which means every single second counts leading up to the finale. The penultimate episode was full of big moments for each of the characters. Well, at least the ones that were actually featured in the episode.
Tell Me Lies historically isn't the kind of show that leaves any of its major characters out of any episodes. You can pretty much count on all of the series regulars to appear in each episode without being written out and returning the next week or possibly even in two weeks. Even certain heavily recurring characters appear in most episodes. However, we didn't expect Alex to be missing from season 3 episode 7 after such a memorable set of scenes in episode 6.
Tell Me Lies season 3 episode 7 doesn't explain where Alex is
After making an appearance in every episode of Tell Me Lies season 3 so far, series regular Costa D'Angelo was absent from season 3 episode 7 as Alex. Rather thank seeking physical intimacy with Alex in episode 7, Lucy was preoccupied with getting the blackmail tape back from Stephen. Alex isn't mentioned in the episode, which also means that his absence wasn't given any explanation.

When we last saw Alex in Tell Me Lies season 3, he was attending the Anti-Valentine's Day party in episode 6, which came as a surprise to Lucy. Alex notices firsthand how Lucy reacts to being around Stephen, and the more she drinks throughout the night, the more Lucy begins to spiral. Alex remains by Lucy's side, even as she drags him to a bar so she can flirt with Max.
As we had previously seen in episode 5, Alex started to have real feelings for Lucy and care about her. Their sexual relationship began with him giving into her desire for degradation and saying bad things about her per her request. But he began to take their intimacy slower, focusing on taking care of her emotionally and avoiding rough sex. That's not exactly what Lucy was looking for.
In episode 6, Lucy and Alex reverted to their old ways. Alex was hesitant to do so, but he gave Lucy what she wanted, which was rough sex. It's how she thinks she deserves to be treated, based on the decisions she has made and the people she has hurt. Obviously, we know this to not be true, as does Alex, but again, he cares about her and in fulfilling her wishes, keeps her safe.

Alex was introduced as a new character in the Tell Me Lies season 3 main cast. He made his first appearance in the season premiere episode as a mysterious drug dealer that Bree seems to recognize. He's later revealed to be her foster brother from a particularly problematic foster home. While he doesn't elaborate, Alex suggests that he endured abuse while in the home and protected Bree.
It's actually Bree who pushes Lucy to pursue Alex as a love interest, knowing her vicious cycle with Stephen. In the earlier half of the series, we really didn't know what to make of Alex and whether he was a good guy, but in the same show with the likes of Stephen, the bar for being a "good guy" is low (especially with the decisions Evan and Wrigley made in episode 7).
But Alex quickly became a new fan-favorite character and fans have welcomed D'Angelo to the cast with open arms. Hopefully, we will see Alex back in the season 3 finale for an update on what's to come for his character. It's unclear whether he will remain part of the cast should Tell Me Lies score a season 4 renewal or if he will be another one-season addition. Let's hope for the former.
