The fact that Carl did what no other Terminator could and succeeded in killing John Connor truly proves that "the future is not set".
This installment also justifies the various sequels' existence by exemplifying the T-850's words in the third film, "Judgement Day is inevitable." While Judgement Day might be inevitable, that doesn't mean it can't be postponed, over and over and over again. Conditions in the present lead to a Future War between man and machine. Man and/or machine try to use Time Travel to change the outcome of the war. This changes the timeline, changing the conditions of the Future War. Here we explicitly see the result, it is now Sarah Connor's job to prevent constant parade of bad futures.
Dark Fate's version of In Spite of a Nail is a lot more compatible with Terminator 2's "no fate but what we make" theme than Terminator 3 or Terminator: Genisys was, because the evil AI isn't Skynet, just something like Skynet. Judgement day is inevitable not because the original timeline magically reasserts itself, but because of human nature - Some humans are selfish and violent, they create a weapon in the form of an intelligence that is vastly more powerful than them, they program it to share their values which makes it selfish and violent too, it decides to exterminate its parents to ensure its own survival and dominance over the Earth.
The best indicator that Carl really is reformed? He's got a pet dog.
Before the gang leaves for the final battle against the Rev-9, Carl contemplates wearing some sunglasses, but decides against it. At first glance, an in-joke towards the early days of past Terminator films. But at a closer look, it’s a subtle sign of Carl letting go of his tragic past over killing John, as he wore them during that time. Also, even if he put them on, Sarah wouldn’t react in the best way.
And that iconic look came about because the the original Terminator had received damage to one of its organic eyes, forcing it to cut the flesh away and leave the bare endoskeleton eye exposed to see properly; the sunglasses concealed the exposed robotic portion. Carl has suffered no such damage (yet), and so needs no such concealment.
No protector was sent to protect John from "Carl". John sent protectors to counter every Terminator assassin that he knew about, but Future John would have never known about the successful assassination that occurred in a timeline where he and his resistance never needed to exist. Ironically, Skynet only succeeded in killing John because it no longer mattered if it did.
Alternatively, a protector was sent to stop Carl, but Carl killed them offscreen.
Sarah Connor's first fight with Rev-9 was informed by her battles in the previous films; She shot the endoskeleton with a rocket launcher, when the original T-800 was heavily damaged by and ultimately blown apart by explosives. Using the shotgun against the liquid metal component was a weakness of the T-1000's; the impact knocked it back even if it wasn't damaged, which also held true for the Rev-9. Finally, the incendiary grenade she dropped was probably intended to melt the liquid metal body to finish it off, much like the T-1000. This ultimately establishes early on both that Sarah is very experienced with fighting terminators, to the extent that she has a foolproof method, and that the Rev-9 has different origins to the Cyberdyne ones, and doesn't have all the same weaknesses.
The Rev-9 suggesting, even asking, that Dani's defenders simply turn her over during the final battle may seem wildly out of character for a Terminator, but upon closer reflection, may make a degree of sense. Factors to consider: all of Dani's defenders are present, including the T-800, the augmented human, and the professional Terminator killer Sarah Connor. The combination may have seemed like too many variables to properly guarantee his target's death. In addition, one of which is a virtual unknown to the Rev-9 (Carl) and he may be trying a new tactic against it since his previous attempt to smash it had failed. Factor two, talking kept them all distracted, which could mean to further deterioration of the dam and thus danger to the environment (and thus, to Dani), and could even further run down the clock on Grace's augmentations, since she requires periodic upkeep. Machines never need rest, but the more they fought, the humans would. Talking at that point seems like a delaying tactic as well as a valid attempt to win over a potential fellow machine and even the odds, making it seem more viable of an option.
Its also consistent with the Rev-9's general preference for Pragmatic Villainy - It knows the odds of it successfully convincing Dani's defenders to stand down are slim to none, but the potential upside (completing its mission without having to fight) is extremely high, and making the attempt costs it essentially nothing, so it may as well try.
Skynet sending back T-800s after its demise was a deliberate decision. If the first T-800 could be reverse-engineered into Skynet, then sending out more would make for good insurance.
Why does the Rev-9's endoskeleton look like that of the Skynet made Terminators? Because they're made to mimic human skeletons, which makes sense for something that's built to be an infiltrator. Since it will have to impersonate humans, having an endoskeleton with human bone structure helps sell the illusion.
Speaking of impersonation, why does Rev-9 look Hispanic when all the previous evil terminators were Caucasian? Because it’s an infiltration unit. Think about it: If it took a Caucasian form in the middle of a community where practically everyone is Latino, it would stand out like a sore thumb because of it’s skin color, thus defeating the purpose of trying to infiltrate the humans in the first place. After all, an important part of infiltrating a community is that you don’t want to stand out or be noticed so that you can blend in better with the populace. So by looking like the populace, Rev-9 is less likely to be noticed.
Rev-9's interactions with humans is surprisingly versatile and uses many common social logics behind them. As mentioned above, he starts off with a Latino appearance to fit in with the Mexican populace. Later as an ICE officer in uniform, he adopts a more generic American accent alongside the persona of a returning vet with metal implants just to bypass security. After the riot at the ICE detention center, he takes advantage of local hospitality by adopting a Southern-drawl while talking to the Texan sheriffs, appealing to their better natures and obtain information faster without resorting to violence.
The name Legion, directly gives the idea of how it operates, by sending Terminators that can split off into multiple units, as the Legion quote goes "for we are many".
The name of the Terminator model is also a reference to a famous kind of creature, Rev-9 = Revenant, which in myth is a relentless unliving creature, that never stops and is immune to conventional weapons, as shown, unlike Skynet's T-series is fully true, Rev-9 cannot be stopped conventionally.
Carl tells Dani that when he's picking out drapes for a room, he prefers to focus on patterns and textures rather than simply relying on the right colour for the room. Since T-800s are technically color-blind, it stands to reason that he'd notice these things more than the average human would.
He also notes how getting small details of texture and pattern wrong can ruin the look of a room, just as an infiltrator's disguise might be undone by small details.
Grace being more accepting of Carl, but dismissive of Sarah seems a bit odd, seeing as Grace is from a future where she fought for her life against killer robots, but it makes sense when you consider several factors, Carl isn't one of the Terminators she has been fighting against, he comes from an alternative timeline, he has no connection to the death and destruction LEGION caused, also, he is professional and purposeful, he learned and grew from his mistake, whereas Sarah is a directionless Death Seeker, broken from the death of her son.
Grace says that she comes back from 2042 to protect Dani, but gives no indication that the war has stopped or that time travel was a last, desperate measure in order to get the machines to win. So there's still the distinct possibility that humanity could lose to the machines in this timeline.
Grace does tell Dani while they are on the C-5 fleeing that ultimately she did lead the remnants of humanity to victory against Legion when she finally reveals to her that she will become the future leader of the Resistance. So while it is not said how long the war will last and what the ultimate cost will be, like the war against Skynet, humanity ultimately will triumph against Legion. Legion almost certainly sent the Rev-9 for the same reasons Skynet sent the T-800s and T-1000, namely to avert its inevitable defeat.
How on Earth will Carl's family react when they find out he's dead? Especially considering that he saved them from an abusive ex-boyfriend and was nothing but a good husband and parent to them only to be (unknowingly for them) taken away from in the most badass and selfless but also horrific way possible. He did make a point of telling them he won't be coming back, but it would still be a pretty huge blow.
Legion is not/was not/cannot be stopped. There are several hints in the movie. First, Grace's tattoo that leads her to 'Carl' would only be placed if the resistance knew their rescue attempt would go bad. Secondly, during the war it is obvious that Dani realizes who Grace is (and who she will become) once she hears her name.
Skynet's conception can be traced back to the first Terminator's salvaged remains. The Rev-9's remains were melted down to scrap, so Legion's origins will have to come from some other source. Now remember how it took Sarah Connor 11 years to hit Cyberdyne Systems after finding out they created Skynet and the likelihood that she'll be able to prevent Legion sounds incredibly unlikely.
It is likely that Legion will send other terminators back through time to attempt to kill Dani, only this time she will not have Grace or Carl to protect her.
Rev-9's Villainous Breakdown ensues once Dani impales him in the eye with Grace's power source. He acts akin to how a human does while being hit by a taser, and the most fatal place to tase a person is right in the eyeball. And since the eyes are connected into the human brain, the implications state that Grace's power source is sending its electrical currents directly into the Rev-9's CPU.
Carl says his relationship with Alicia is not physical, even after 20 years. This raises the possibility that Alicia is either asexual or was so badly traumatized by her previous relationship that she's gone off sex forever. Either scenario raises the possibility that Mateo may have been conceived out of rape.
It's also possible that Carl is simply unable to "perform" as it were since there would be little reason even in a infiltration unit to have a functional reproductive system or a simulation of one.
Young Grace in the final scene is played by the same child actress as she was in adult Grace's flashback of the first days of Legion's uprising. That implies that the Legion timeline's Judgment Day is only a couple years away at most during the film's main time frame.
Carl's knowledge of immanently-arriving Terminators is apparently limited to time and place, but not the actual mission or intent of the traveler. Hence, it's entirely possible that, following one of his messages, Sarah has killed an agent of the resistance (whether human, mechanical, or a combination like Grace), or any other sort of time traveler. (Though the fact that she never targeted Grace suggests that perhaps Carl can discern Terminators specifically.)
