I just finished rewatching the entire series, and I really appreciate your analysis. I think the subplot about the possible terrorists plays a bit into the themes you’re writing about. Remember that toward the end of the series, that subplot came back to life with an FBI agent who used to be involved with building a RICO case against Tony getting reassigned to counterterrorism.

He started having lunch at the pork store where Tony and his crew hung out, and it became apparent that in some way or another he romanticized them. He gave Tony a couple tips to help him in a violent struggle with another crime family. Ostensibly, he did this in exchange for information Tony provided for him about the potential terrorists.

But Tony’s information was probably not very valuable, and the agent continued to help Tony right up until almost the end of the series, even when there was apparently nothing in it for him or national security.

Rather than extricating himself from Tony’s life, the FBI agent became more involved and in such a ways to put himself in professional and perhaps even criminal jeopardy.

The fact that he’s an agent of the US government engaging in behavior like that cannot have been just a casual plot element. I believe the writers were making an important statement.