There is very little I can add that has not been touched on already. I'll just try to make some quick points.
I loved Simba and Kion's We Are One moment.
I loved seeing baby Kion (even if that does further disprove my theory that Kiara and Kion are twins).
It was great to find out that Fuli is the first female member of The Lion Guard. I had always wondered about that.
I got a kick out of how Fuli was the one that was able to calm Kion when he was about to use The Roar in anger early on in the episode. (No I don't ship them.)
I like Makini. I enjoyed the fact that she and Kiara hit it off so well.
I also enjoined the fact that Tiifu and Zuri were jealous of the fact that Kiara and Makini hit it off so well. (Even though I though they should not have been there to be introduced to Makini in the first place).
I liked how Nala prevented Tiifu and Zuri from tagging along with Kiara and Makini (It also furthers my suspicion that Tiifu and Zuri like Kiara for her position as Future Queen rather than for who she is).
As for Kiara looking weak: I have never had the misfortune to be burnt by steam, but I'd imagine volcanic steam in particular is extremely hot. If you were to burn your feet with it just walking would be difficult if not impossible. Let alone running at high speed.
As for Kiara being easily captured: Kiara new something was wrong, so The Hyenas attack did not catch her as much by surprise as it could have. However while Kiara's attention was was focused on the Hyena's in front of her she was blindsided by Cheesy. This likely knocked the wind out of her, that is not something you can just shrug off. Before Kiara could recover Chungu grabbed her by the scruff of her neck, now given how Chungu was dragging her. This left her in a position where she could not fight back from
https://www.youtube.com/watch?v=2uGcKAmM3E4Kiara does have fighting skills, Kion even has confidence in them. As shown in Can't Wait to be Queen when Kiara and Kion are about to face-off with Janja's Clan. Kiara is ready to fight alongside The Lion Guard in that same episode a moment later.
In The Trail to Udugu Kiara was besting Kion in most of their wrestling matches.
As for Scar he can be a major threat, especially considering that none of the good guys know he is back. That is an excellent way to handle him story/plot-wise.
* Edit By SimbasGuard 8-17-17 @ 1:13 PM U.S.A. CDT *Also as for why Simba And Nala were not alerted that Kiara had been kidnapped. Makini alerted The Lion Guard of the situation so she must have felt it was unnecessary to tell Simba And Nala (She may also have been somewhat afraid too). If The Lion Guard had been unable to rescue Kiara, it is a safe bet that Kion would have told his Parents.