tk1234, I think the finale was meant to be a season finale rather than a series finale. I doubt they got a chance to re-work it once the show was canceled.
lax, it seems that season 1 ended where Silas goes mad and David has to flee for his life. Since the series loosely follows the story of the first kings of Israel, you could read the Old Testament 1 & 2 Samuel to see the story. David takes flight about midway through 1 Samuel. I assume season 2 would have picked up with Silas (Saul) pursuing David (2nd half of 1 Samuel) and David's eventual ascension to be king (2 Samuel).