In the show, the Commission's directive to "protect Harold Jenkins" -- which Five discovers when he snoops around their headquarters -- is because he's the one who has to "activate" Vanya, setting the wheels in motion for the end of the world. Harold Jenkins-Leonard Peabody has spent the entire season targeting Vanya, taking away her drugs and encouraging her to embrace her newfound powers -- not out of any sense of altruism, but because he believes he can control her. He paid the men in the diner parking lot to attack him because he has Hargreeves' journal, and so he knows her powers are activated by her emotions. He isolates Vanya from her family and takes her to a quiet location in the woods, where she can work on honing her new abilities and he can work on getting inside her head. It's a classic manipulative, abusive relationship, and it works, kinda. The final straw was Vanya watching through that tiny sound-proof cell window as her family seemingly betrays her.
As the battle in the Icarus Theatre reaches its climax, every member of the Academy is taken out except Allison, whose job the entire time was to be the final one to subdue her sister if the others failed. She points a gun at the back of Vanya's head, but instead of shooting her in the skull, she shoots the gun right next to Vanya's ear, throwing off her momentum and temporarily deafening her. Vanya's accumulated energy shoots way up into the sky, blasting a giant hole in the surface of the Moon. All seems well, until chunks of the Moon come crashing down to Earth, and the Academy realizes the one thing they were trying to prevent had just happened. Harnessing the last reserves of his strength, Five transports the entire Academy, including the unconscious Vanya, back in time to some unknown decade.
Hopefully this means that they can fix things a second time around. The final episode also reveals that Hargreeves is actually an alien from a dying planet, who released DNA from his people into space, following it to Earth, where it caused those 43 women to spontaneously give birth. Hargreeves managed to collect seven of "his" children, but are there more out there? Can the Academy convince Vanya to give up her villainous ways? Will Hazel ever get his happy ending? When you've got this many people with weird abilities working together, anything is possible.