I’m not inclined to read too much significance into the lack of a disguise when she goes to the safe house. She appears to be wearing the same outfit she was wearing on the train, but a different coat, and she got off the train with no luggage, so who knows exactly what she did between the train and the safe house. You could argue she’s in less danger where they’re not actively looking for her than at places like on trains and in airports, but ultimately I’m just not convinced the lack of a disguise signifies anything specific.
I think it’s intentionally open to interpretation about what Paige is going to do with her life now. I think the only sure bet is that she does plan to get to Henry, but again, I think that’s an eventual plan, not an immediate one, because she realizes the danger.
I think broadly, her options for how she lives her own life are to try to get back into the spy game, to try to uproot and live a new but normal life somewhere, or to try to retain her existing life and play innocent.
Of those, trying to keep her old life seems like the most immediately dangerous, because there’s so much that could go wrong, and she’s had enough training to know that. First and foremost she has to trust Stan entirely. And she might, but that’s not insignificant. Then she has to trust that even if he never says a word, she’s walking into the lions den by just turning up as if she doesn’t know what’s going on or why the FBI is looking for her family. What’s the benefit of inviting that risk? She could screw something up under interrogation, or there could be evidence found as the Feds dismantle every aspect of Phil and Elizabeth’s lives looking for more info. Those are huge risks that I don’t think she would take just for the convenience of having her old life back. She would only do that if she thought it was the only way to see Henry again, but the way I see it, it will be much easier to just disappear, start a new life, and then reach out to Henry covertly once things have died down. Still a risk, but he’s not going anywhere (he really is innocent), and she’s got the time.
I think the way she walks into the safe house, there’s a little bit of hesitation which is again ambiguous, you could believe she just doesn’t know what to do exactly now that she’s here, or you could read it as maybe she thought there was a chance she could reach Claudia. So I think there’s room for the interpretation that she wants back in on the spy game, but I don’t think it’s the most likely either.
I think she’s going back there because she wants to stay off the radar, and that’s a good place to stop for a moment, have a drink, and make a plan. She’s going to disappear, and when it’s safer, contact Henry, and go from there.
I can’t explain why she took off the disguise, it does seem better to have it than to not have it, but all told, I think the risks of trying to walk back into her own life are the highest by a considerable margin.