People are making a big deal about the sending a Terminator back to 1920 thing (as mentioned in the advertisement for tonight's episode, but the fact is we already know of a resistance fighter send sometime around then (don't remember when exactly) to get a job working on the bank vault from the pilot, so he could put the time travel device pieces in the safe deposit box. The machines could have very well been up to some sort of similar plot, setting things up for use in the future. Whatever it is, I don't think it has anything to do with the Connors.