"It's always difficult when you know it's the last time you're going to get to be somebody that you've fallen in love with and I have completely fallen in love with Hannah and her family – so it's bittersweet," Walker tells RadioTimes.com.
While Walker is the main focus of the Abi Morgan drama, The Split also revolves around the entangled professional and personal lives of the Defoe family: ambitious matriarch Ruch (Deborah Findlay) who runs the Defoes' boutique family law firm, her employee and daughter Nina (Annabel Scholey), the over-achieving Hannah and youngest child-minding sister Rose (Fiona Button).
Those who've seen the BBC show's last two seasons will know that the Defoe sisters are a pretty complex yet extremely close bunch – and while the cast aren't nearly as argumentative as their characters, they're just as tight-knit, Walker says.
"On the last day of filming, we did some publicity – me, Deb, Annabelle and Fiona – and yeah, it's very, very sad because the most difficult thing is that you probably won't get to act together again," she continues. "We will all see each other outside of work because we're a family now, but it's the fact you don't get to actually work together and I love working with them."
The last time we checked in with the Defoes, Hannah's marriage to barrister Nathan (Stephen Mangan) was seemingly over after the latter was exposed in an Ashley Madison-style data breach in series 1, and Hannah's steamy affair with her Dutch co-worker and ex-boyfriend Christie (Barry Atsma) had become public knowledge.
Fans have waited over two years to find out whether the long-time couple will give their relationship another go and although we don't know the answer just yet, the story is set to end on a conclusive note.
"It's a definite conclusion that Abi's taking you to in the story so things are dropping away episode after episode," Walker says. "There's a sense of letting go in the narrative... it's not a vague ending. It's very clear for all of the characters where they are by the end."
Season 3 picks up a year after we left off, with Hannah and Nathan's daughter returning from her gap year and the couple in the midst of their divorce proceedings.
"Hannah has always talked about the importance of the good divorce professionally and she has really strived to make that possible for her clients – the great irony being that when she is having to face her own divorce, the concept of the good divorce proves elusive," Walker says.
She adds that the first episode of the new season was "a very painful episode to play", with Hannah clinging onto the chance that she and Nathan can reconcile. "The opening scenes are fantastic for setting the scene because she still really loves Nathan and he still loves her and she's hopeful that there's a way back. She doesn't really want to sign those divorce papers at all."
As for whether Hannah should give her marriage another go or turn back to Christie, Walker says that viewers have been very opinionated when it comes to the lawyer's love life.
"We're all brilliant at shouting at the telly and you become public property, don't you? When your relationship breaks down, everyone has an opinion and that's what's been so brilliant about the series," she continues.
"I found that pre-COVID when I was in the supermarket at the checkout, people would say, 'I'm Team Christie' or 'I love Nathan'. And they would feel well within their rights to tell me who had behaved poorly.
"And I think that's where she is at the moment, Hannah – everyone else seems to know what she should do. If she could step back and view her divorce impartially, I think she would know what she has to do. How can you? You can’t. She's in the middle of it."
If you are in fact Team Christie, then you're in luck – the legal hunk from Holland will be back at Noble Hale Defoe to spice things up this season. "It gives a nice jolt to the narrative," Walker says. "When that man steps onto UK soil, it comes at a point in the story. It's very unexpected and it just throws up quite a few issues. It's a great story. I love Abi for doing it.
"You don't think he's going to be there, and as often when affairs happen, it causes such drama and she very much broke with him in season 2 but it's complicated. It's complicated because Christie has been in her head for as long as she's been married to Nathan. It’s terribly, terribly complicated. It's fabulous. It's a fabulous story."
As entertaining as the love triangle is, what Walker will miss most about The Split is Hannah herself. "We often get to spend time inside a male character's head and to really get to know them. I've been really grateful that this show set the camera on Hannah and saw the story through her eyes. It still doesn't happen enough as far as I'm concerned, although it's happening so much more."
Season 3 may mean the end for The Split, but can we expect Hannah to return in a future spin-off? "I think if you've spoken to any of us, we'd all give the same answer. We'll do whatever Abi Morgan wants us to do. We're there. We're absolutely there.
"The fact that our mother is the woman this year who's having the most successful relationship, I think is incredible. So maybe we could be revisited in years time and see what the different sisters are up to. Maybe they'll all be having the most amazing professional and personal lives."
Of course, The Split isn't the only drama Walker has waved goodbye to over the past year – who can forget about Unforgotten, which made headlines last February when the much-loved DCI Cassie Stuart was killed off at the end of season 4.
"We were always talking about the story arc of Cassie and I think if you watch the series, the seeds were being planted all the way through," Walker explains. "It wasn't a decision I made or a decision that was thrust upon me, it was very much looking at how this woman would survive. She wasn't a superhero. This is what we kept saying. She's not a superhero. She's a real woman."
Over the course of the four seasons, Cassie had been through a lot – from dealing with the immense pressure of solving cold cases to coping with her father's dementia. "She had a terrible nervous breakdown in season 3. We were already planting the seeds of where that goes and I think it's beautiful. I always felt it was the most perfect, complete storyline. I thought it was great, great television."
As for how Cassie died, Walker says that creator Chris Lang suggested she shouldn't die on the job. "I found it really sad, but I thought it was a really great storyline because she was brilliant at her job but that job was not brilliant for her anymore," she says. "Chris had the idea that when we lose her, we don't lose her because of her job directly. It's random, and I think that was incredible too."
While Walker is retiring two of her best-loved characters, she'll be back on terrestrial TV very soon in another family-themed show – BBC One's Marriage – and if her past credits are anything to go by, then the public are sure to fall in love with her again. "If that's what they do, that's incredible," she says.
"I think the CV is that long because I'm old and I'm still working and that is incredible because I was told when I came into the business by a very brilliant older actress that if I hadn't made something of my career – I don't really know what that means - but if I hadn't sort of got anywhere by the time I was 35, back then 35, the parts go. So look how far we've come.
"And at the time I remember thinking, 'No, I'm not having that. I don't believe that's true.' But that was naive of me really because it had been the case for actors in the '70s and '80s. We're moving forward, aren't we? Everything I watch has a far greater spread of age for actresses now, thankfully, because the stories are great."
Additional reporting by Abby Robinson.
The Split season 3 airs Mondays at 9pm on BBC One, and all episodes are available to watch now on BBC iPlayer. Take a look at what else is on with our TV guide.
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