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"This is our window. Fury will have our asses if an Index candidate winds up in government hands."
Hart to Phil Coulson[src]

The Rescue in Bahrain was a semi-successful mission by Melinda May to liberate a team of S.H.I.E.L.D. operatives and capture Index candidate Eva Belyakov.

Background

After being sought out by Jiaying, the leader of a secret Inhuman communityEva Belyakov underwent Terrigenesis and developed enhanced strength. Her subsequent encounter with a member of Russian intelligence, in which she survived being hit by a car and emerged with zero injuries, prompted S.H.I.E.L.D. to label her as an Index candidate.

Years later, Eva gave birth to a daughter named Katya and tried to have her undergo Terrigenesis when she was old enough. Eva was rejected by Jiaying, however, after Katya started to display several signs of psychopathic schizophrenia. 

Outraged, Eva stole several Terrigen Crystals and used them to put Katya through the transformation process. Katya emerged from the Terrigen Mist with the ability to manipulate the senses of others to the point of complete physical and mental domination.

A now desperate Eva proceeded to embark on an international killing spree, supplying Katya with victims whose senses she could manipulate.[1]

Rescue

"No... not them... let them go! We can fix you. We can help. Just... don't!"
Melinda May to Katya Belyakov[src]

Upon taking notice of Eva's activities and tracking her down to Manama, Bahrain, S.H.I.E.L.D. dispatched a small team to analyze her for the Index. The team, led by agents Phil Coulson and Melinda May, did as they were told, unaware of Katya's existence or her abilities.

An attempt to negotiate with Eva quickly failed and resulted in the entire team, minus Coulson and May, being held hostage along with Katya, who was blending in so she could continue to satiate her thirst for carnage.

The two remaining S.H.I.E.L.D. agents pursued Eva to a nearby warehouse, where May convinced Coulson to let her confront Eva alone as there was no time to call for backup. Infiltrating the warehouse with only her gun and a knife, May took down Eva and several Bahraini mercenaries under Katya's thrall.

It was then that an enraged Katya, who witnessed her mother's murder, revealed herself to May and asked the S.H.I.E.L.D. agent to take her hand so she could "feel her pain". She then killed the remaining mercenaries and prepared to do the same to the subjugated S.H.I.E.L.D. agents, forcing May to fatally shoot her.

Becoming The Cavalry

May cradling a deceased Katya in her arms

Immediately following the incident, the entire S.H.I.E.L.D. team was brought out of the trance. Unable to remember what had transpired, Hart and O'Brien concluded that May had single-handedly killed all the mercenaries. The agents proceeded to give May the nickname "The Cavalry", a moniker she would grow to despise.[1]

Aftermath

"I heard about what happened to that little girl in Bahrain. Jiaying told me the whole story. Did you know... that she was Inhuman?"
Skye to Melinda May[src]
May Administration

May chained to S.H.I.E.L.D. bureaucracy

Traumatized by the incident, May became withdrawn from Andrew to the point where she divorced him. She later decided to retire from field work and transferred to desk duty and administrative work.[1][2]

The members of Jiaying's Inhuman community became less trusting of humans and retold the incident as a warning to their kind. Their version, however, portrayed May and S.H.I.E.L.D. as the antagonists.[3]

References