So sad this has ended thought the BBC did a fantastic job - but would have loved more episodes.If you liked it - then please read the book you will not be disappointed -so much more detail about Sugar's life, childhood flashbacks, helping William and the whole Mrs Fox and Henry story which is so much more substantial and amusing.Also the Agnes story is much more complex too.
Spoilers if you want to read the book - but to answer some questions that have been raised
In the book - Sugar has plenty of money that she has saved from when she lived in Priory Close with William and his lawyers sent her an allowance. She reckons she has enough to take her "to the ends of the world" and stuffs it all in her coat when leaving. She only gives Agnes £5 to get the train (not all her money - like it seems in the TV adaptation) as even such a note would be suspicious for a "poor" woman as Agnes is dressed when she escapes to have.
Christopher and his mum leave Mrs CAstaways when Jane Pierce takes over - Jane tells Sugar she does not know which house they have gone to. Sugar feels guilty she didn't take him to Priory Close as her servant.
Lady Constance Bridgelow is a widow in the book with a son and is only 30 years old (older than Agnes 23/25 and Sugar 19)so could still provide an heir for William (her husband made bad investments so she has come down in the world by living in Notting Hill). I think the TV series needed to make it clearer that William wanted to move on with Lady Bridgelow and so he wanted to ditch Sugar and have a normal life, also a case of poor casting with a much older actress.
Agnes does not cut her hair in the book but does get on the train to Lostwithiel (the carriage is described) and is rescued although Sugar does not know this - I suppose the haircut allowed the audience to clearly see the dead body was not Agnes and then Sugar knows it wasn't Agnes when Cheeseman remarks on the dead body's hair.