Ok, Detective Lance has seen that Sarah is BC. Sarah, who was lost at sea with Ollie. BC, who has been seen working with Arrow. Arrow and BC have both been seen in relation to Laurel, who dated Ollie. Arrow, who showed up to help against the assassins at the end. Who here didn't expect Lance to whip around in that final scene and say "so, Ollie...".
I am beginning to think Lance has some Lane ancestry.
I was actually thinking that he has already figured it out but is pulling a Jim Gordon and is refusing to acknowledge it because he's decided that he doesn't want to know.