Molly went for New Scotland Yard after reversing the cab's direction a third time in an effort to inform Lestrade that Interpol was going to take over his case. By telling Greg, she secretly thought that she would avoid having to cope with the aftermath of Sherlock being removed from the case.
She's happy that she won't need to see Sherlock again, but she has no idea why. She had put a lot of effort into moving past that period of her life. Poor Molly held out hopelessly for a man who would never come. Yes, that Molly was gone.
Molly thanked the taxi driver and entered the station with her heels clicking on the black and white tiles. Molly was surprised to be met by PC McCann at the front desk. After a brief period of idle conversation, she told Molly to head straight to Greg's office.
Greg was screaming as she walked up, so she hesitantly knocked on the door and opened up only to witness him slam his phone to the floor. Greg raised his head to face her, the delight in his eyes something she was aware his wife hates.
Since she had missed him so much, he gave Molly a bear embrace as he rounded the desk, almost making her cry. Knowing that Greg had likely just hung up from his boss informing him that Interpol had just taken his case, all she could do was apologise.
Greg pulled back and gave me a perplexed look. Molly was aware that she needed to explain to her pal. Describe the circumstances surrounding her departure.
So she did, as she and Greg sipped on two cups of coffee and a packet of biscuits from his desk. Molly gave details about her life in the United States, her job, her residence, and—most importantly—the monster she was pursuing.