What I truly want is a little more of Lake, even as a side character, but that's not going to happen. What I think they'll do is follow Apex, and probably Grace specifically since they spent the most time on her (and she kept saying that the terms she was using were things she'd gotten from books, which seems like Character Trait Planting to me). And maybe Amelia will show up?
I want them to keep digging into the interesting abstract conflicts they started in book 2, especially about the ethical ramifications of the way the train works. Both the way it uses denizens-- sapient creatures-- purely for the benefit of passengers, and also the whole "kidnapping and forced therapy" thing it does to those passengers.
More about the train and its origin, too. It's so dangerous I can't imagine its original purpose was therapy, the whole "passenger farm" area was super ominous, and it's been implied that One-One was a pretty different person before he got ousted by Amelia.