Budd, played by Richard Madden, appears to be at the centre of the manhunt for the killer of Home Secretary Julia Montague, played by Keeley Hawes.
A teaser trailer for the political thriller’s final episode previously hinted that Budd, who was Montague’s protection officer and secret lover before she died in a bombing, will be arrested over the assassination.
The clip shows Budd while the stand-in Home Secretary Mike Travis (Vincent Franklin) says: “Look no further for Julia’s assassin.”
Another part of the trailer sees DS Louise Rayburn (Nina Toussaint-White) claiming that the person who planted the bomb was an “inside man”, another suggestion that Budd is in the firing line.
The newly-released images show a fraught-looking Budd in more detail, with a black eye, a bruise down the side of his face and blood across his nose, cheek and chin.
Another picture reveals him wrapped in a blanket, still covered in blood.
Commander Anne Samspon (Gina McKee), Head of the Metropolitan Police’s Counter Terrorism Command, looks tense while standing in her office in the midst of the investigation in another image from the episode.
The dramatic series, penned by Line Of Duty’s Jed Mercurio, left viewers with more questions than answers with its penultimate episode, with Montague’s killer as yet unknown.
However, following the latest episode - which was watched by eight million viewers, the highest overnight audience of the series so far - some fans now believe that Montague may be alive due to her having a small, private funeral.
Some also suggested that Montague may still be alive because Budd discovers a tablet containing sensitive information hidden behind a picture at her apartment.
Fans on Twitter said that it implied Montague had left it for him - and that she is therefore not dead.
The finale of Bodyguard airs on Sunday September 23.