Nick has plausible deniability. He never explicitly threatened Fred, he could say he was trying to protect him. He was placed in his role to spy on Fred and has a lot of dirt on him, so I don't think Fred would be able to do much to him. To him Nick is just a loyal driver/dogsbody, he doesn't know he's actually an eye sent by a more powerful (although now deceased) commander to help keep him in line. Look at the fact he knows Nick was the baby's father and did nothing. Sending him to a house in the middle of nowhere with the mother of his child was a power play and a test to see where his loyalties lie. And getting him arrested would demonstrate to June that Nick can't protect her, only for him to sweep in later to rescue her. Only she wasn't sitting waiting to be rescued, she was hiding in the attic with a gun pointing at him. Later it seems he genuinely couldn't understand why she would rather hide from him than come 'home' to safety with him. Which is why I think he'd set the whole thing up.
I think after seeing Hannah again there was no way June could leave her. Especially when she asked June why she never tried harder, and clearly remembers being taken away from her (talking about June getting hit on the head etc). The fact she told Serena that the baby can't grow up in Gillead means she knows Hannah can't either. She promised to get the baby out, which she has. And now it's Hannah's turn. From her time in the house alone she'll know which family Hannah is placed with now (and that's also the place they spent their summers presumably), and she knows there's a support network now. So I think she's going to work from the inside to bring it all down. The romantic in me hopes she'll do it with Nick at her side but I suspect he'll go back into his driver role to keep up the spying. I loved the scenes when Nick and June would talk about the baby and imagine their life together. I wish there'd been a few more minutes of that and a bit less collecting washing/hiding in the grass in the last episode. But that's just because I love him and he makes my ovaries ache 
I think one of the reasons I love the Nick/June relationship is because it's nice to see this hunky, caring, sensitive man (who is also a badass with a gun when required) fall in love with a normal, average-looking woman despite her wearing no makeup, sporting dumpy clothes, having her nails a chewed up mess and not being able to shave her legs. She's as blotchy and haggard looking as the rest of us mere mortals yet he still wants her. And they've given her a mummy tummy too after the birth instead of her pinging back to a size 0 in the space of five minutes. So refreshing.