Personally I didn't find it confusing at all, I enjoyed it.
I feel like Alice Webster (adult)
is the same girl, returned after her kidnap. The ending with Baptiste's comments about it not being her and the ominous shot of her opening her eyes in the dark are just a red herring to keep viewers guessing, I think his comment was just metaphorical as was mentioned earlier. We saw Gemma (the mother) in the clip for next week saying she feels she is different from her daughter, so I think she has changed due to her kidnap, perhaps Stockholm syndrome.
We know that she dies just before Christmas (the 22nd) so we will see how she dies in the 2014 timeline (as we know it's near to Christmas day what with the tree being up in the home).
Regarding the father and the affair, I do think it is the sergeant woman who is pregnant in the 2014 timeline, but we are given the impression she lost the baby perhaps (given how she tucks away the scan into the drawer) - even though it's two year later, I don't feel like it's a second pregnancy with the father. I also don't think it's a surrogate situation, it may be, but I think the loss of the child will probably be linked to events in the plot - something may happen involving the characters, maybe there is a fire which causes her to lose the baby and the father rescues her (while burning his body and face) which starts the affair?
The woman being harassed by the brother in the 2016 timeline in the Aldi carpark is the same woman we saw in the scene with the young black soldier, they are connected (as is his deceased father) as Baptiste is searching for the soldier and the brother clearly has it in for her, but we're not given enough information yet about that.
As for Sophie, I'm assuming the 2016 timeline is largely about Baptiste's search for her (is she still alive?) I think this storyline could be his personal redemption for not solving the case in the previous series. Baptiste also has Gemma searching images for somebody (kidnapper? Sophie/Alice during their kidnap period (being taken to a theme park by their kidnapper? (Stockholm syndrome!) we don't know yet) but I'm sure more will be revealed next week