I'll try to hint at some of the essentials here without revealing anything crucial in this carefully constructed, beautifully rendered, complex story with at least a dozen moving parts. Alice shows up unexpectedly near her home after having gone missing 11 years earlier, but something's not quite right. This in itself is not uncommon in these kinds of narratives, but there's nothing supernatural involved, and nothing common, either, in the intricate tale that unfolds. The main environment is a British military base in contemporary Germany, and people at all stages of command and former command propel the story, along with Alice's family.
But the character who propels this the most is Julien Baptiste, back from the first season with an uncanny sense of who's lying, and indefatigable in pursuing missing children and if at all possible reuniting them with their parents. He failed to do this some years earlier for Sophie in France, and when Alice mentions Sophie, this is more than enough to get Baptiste tenaciously on the case.
Julien's task is complicated not only by the villain - who in his own sick way is almost as intelligent and calculating as Julien - but by just about everyone in the story, unwilling to believe what's right in front of their eyes, and/or too willing to believe other things that should not be believed, at the same time. And Julien has problems of his own, not of the villain's or anyone else's making.
The cards in this story are held very close to the chest, with just enough revealed - a quick shot in a scene, a word barely heard - that you can generate your own hypotheses, which are not likely to be right, at least not too early on in the story. But if you keep your eyes and ears and mind open, you can figure out at least some big parts of this jigsaw, and, trust me, you'll be moved to tears at the end, for more than one reason. Testament not only to the nonstop, powerhouse story, but the superb acting by Tchéky Karyo as Julien, David Morrissey as Alice's father, Keeley Hawes as Alice's mother, and in fact every single person on screen.
See also The Missing Season 1: Worth Finding