To answer the most burning question of this episode: yes, Claude was in it. No, he didn’t do anything. He only had two lines and most of this was another Ciel and Sebastian episode, though the next episode shows promise.
In any case, this episode was clearly inspired by Baccano. It really was a step into the right direction here, and I like the concept behind it, creating chaos inside a train full of interesting characters that has a hostage on it. I just don’t agree with the execution.
I think the biggest problem with this episode was that it was a Kuroshitsuji episode. This episode went through a lot of trouble to throw in as many characters as possible into this episode, but in the end they hardly amounted to anything here. There was a point at which everyone was getting pumped up on working together to free the hostage, but then Sebastian came and just god-moded everything back to normal. In fact, this is a problem that I’ve had with with every episode that has Sebastian in it: in theory it would kick ass to have an uber butler at your disposal (and Alois really showed this in episode 1), but if you’re going to use him in this way, a character like him just kills all of the build-up.
To me, this episode felt like it just introduced a lot of stuff for the heck of it. It was a fun episode because of this chaos, but the episode just felt too forced. At times, the direction also seemed to skip entire scenes without any proper transition. Train episodes like this can be done to great effects, though. Wild Arms for example had a particularly awesome one. This one however… it was too unbalanced.
Now, as for the main storyline, with Claude’s appearance (without Alois, interestingly enough), we got a few new hints as to what is going on. We really seem to be back in the past here, or either at the end of episode one we travelled into some kind of other dimension. My guess would be the latter, since I can assume that Ciel in the first season never really talked about this mysterious “spider”. At this point, the question most on my mind is how Claude knew that Ciel was looking for revenge.