They've answered a few questions, but the big ones (where they actually are and how they're supposed to escape) are still unclear. The end of season 4 answered a lot.

The problem is, the show keeps changing the rules as rules become inconvenient. Or at least less relevant to what they are trying to do.

In a sense, it's LOST all over again. You have the two forces that are playing a long game that repeats every few decades. You could say God and Satan, but they're called other things. The thing with LOST was, a lot of the bullshit we were trying to figure out just ended up being games they had to play to appease the higher powers. It didn't end up meaning anything.