There was a rumour of May killing both of them, but I really doubt the truth of it. I don't think May would do that, she'd lose everything she's worked so long for.

May and Jane were discussing reveng, and it must have been Jane that gave May the idea of reporting Rob to the bank that he works at for the 'Mrs Beale' credit card thing. Rob once said to Dawn that he didn't think that would be all of her revenge, so I guess we're supposed to assume that May is planning great revenge due to the time that is passing without a mere mention of them.