All Just a Dream: The events on Deep Space Nine turn out to be a simulation the Dominion runs inside the minds of the captured protagonists. Most viewers will probably guess this plot twist by the time the popular supporting character Garak is casually killed.
Wham Episode: Odo has discovered the other members of his race, and he finally feels like he belongs somewhere... But then it turns out the Changelings are the secret leaders of the Dominion, and Odo has no choice but to rejects them in disgust. Also, it's made clear that peaceful co-existence with the Dominion is highly unlikely, so the Federation and its allies will have to prepare for war.