I'm betting that a) the ARGUS bunker was closer than the resupply ship, and b) Chase didn't mine the bunker since it was still staffed with at least one ARGUS guy. Slade could have led them all there and they'd probably be safe.
As for Merlyn, you know what they say about if you don't see the body. I think they should kill him off for good because he far outlived his purpose a couple of seasons ago, but they likely won't.
The traitor Canary girl has got to be a goner for sure, though. And Captain Boomerang. Maybe Talia too?
Well, I didn't much care for Prometheus (or Adrian Chase at all) and I got tired of the flashbacks after season 2, not to mention the rehashing of the same old story beats again, so I won't say that I've been very impressed with this season of Arrow. But I did really enjoy the finale. Had to laugh, though, at Oliver after he killed Kovar. "Uh oh, gotta put on my makeup and wig before I signal the boat!" Unintentionally hilarious.
So, the CW's finale tally for the 2016-17 season:
Legends of Tomorrow... so meh that I've forgotten what happened
Supergirl... awesome
The Flash... ugh
Arrow... great
The 100... awesome (just throwing that one in for free, y'all)