Overall, not a bad episode at all; for the most part it was one of those moral-centered ones rather than an actual plot developer. The show's definition of 'udugu' was 'kinship', and the two storylines played off of each other fairly well as they relate to the overall message of the episode. I really like the tradition introduced here, wherein the royal siblings are essentially left in an unfamiliar environment and forced to work together to achieve some goal, in this case finding their mother (who wasn't too far away). I'm sure the episode's length, audience, and split time with the other storyline worked against the concept a bit though; I'd think the trial would be much more daunting 'in real life', or at least be shown to take more time. There wasn't really much of a sense of urgency when the cubs realized they'd been abandoned, and it seemingly only took them a few minutes, maybe an hour tops, to locate Nala.
As for Simba leading the guard, it was entertaining enough. I'm glad the screenshots and clips of him involved in crazier antics were just part of Bunga's imagination during the 'meh' musical number. (The jacuzzi pond felt like a bit of a Lion King 1 1/2 reference, which in context must've been either coincidental or a result of Timon and/or Pumbaa telling Bunga about it.) The moral was a bit more forced here, but it worked; Simba learned firsthand how the guard's various strengths mesh together into a cohesive unit -- although arguably Ono's role is a bit superfluous in many scenarios, and Simba's actions indirectly pointed that out several times. Still, I think it's nice to see that Simba has finally given the guard full validation; while he hasn't been openly skeptical of their capabilities since his speech in Return of the Roar, I think we're at a point where he's fully accepted them and the way his son handles his responsibilities. (I still want to see his reaction to finding out about their encounter with Zira though, if he heard about it.)
I thought the ending was actually one of the best so far. The music (I really love that particular version of the "Call of the Guard" theme; it's only been played twice before in the series) was beautiful and had an epic feel as the shot panned out from the family looking out over the Pride Lands. It actually felt like this was the note and episode to end the season on, but we'll see how the actual 'last' episode does it.
As far as building on the lore and history of the Pride Lands, we did in fact get something that I don't think any of us were really expecting, in addition to the tradition of making the siblings "find" udugu. For me, this indirectly shows how good of a king Mufasa was and reinforced why he was so well-loved. Remember, Scar* turned on Mufasa, killed off his guard and subsequently lost his post fairly early in Mufasa's reign as king, which means that Mufasa had to act as both monarch and his own enforcer, and couldn't trust his brother whether he knew it or not. Since the impression I've gotten from this show is that the guard is much more on-the-ground than the king/queen, this provides a pretty good explanation for why Mufasa seemed so wise and in-touch with the land and its inhabitants relative to any other character we've yet seen in the franchise, as well as why the monarch's duties aside from rule-making seem to be so traditionally limited to the point of being almost ceremonial in scope.
*Speaking of Scar, I think this episode would've been one of the places throughout the series where a darker reference to him would've really driven home the message and added a lot more weight to the importance of udugu, both in-universe and for the viewer. It definitely would've strengthened the ending, as grand and heavy as it tried to be.
Anyway, those are my initial thoughts. Good premise, strong moral (especially in the context of the "finding" udugu tradition for the royal siblings), and a great ending scene. The execution could've been better, particularly on the cubs' side of the story and the song, but overall, definitely one of the better episodes so far.