This particular episode was low-key in its representation (much like its predecessors actually) but more so on the narrative, with a stronger but subtle focus on the central themes that revolves around Shirou and Rin respectively regarding them as characters and their relationships.
Yes, Shirou has a problem with judging the level of intensity in dangerous situations and pretty much dives in without inhibitions during several instances, but everything that he does corresponds accurately to his character. Shirou is illiterate not only to the codes of the Grail War, but also anything regarding what it means to be a magus, which in turn makes him disconnected from the events he has found himself in. He is uncertain how exactly he should act, so currently what he does is simply doing something and even then it is not without cause (e.g. chasing after Rider to find the identity of the Master). When Rin lectures him about his freeform and unorthodox philosophies when it comes to magic, that is due to what Kiritsugu taught Shirou as a child.
To put it simply; Shirou doesn't keep secrets and doesn't understand why he should. He doesn't want to hurt anybody, so why would anybody want to hurt him? He has a rather naive outlook on the world, which is in large part through his ideological view on the topic of "hero of justice" which he inherited from Kiritsugu. I found this to be his greatest weakness with Shirou but also his strength--since he knows exactly who he is as an individual.
This is why I find that Rin is equally frustrated and fascinated by Shirou--he is a reflection of her own feelings and beliefs unimpeded by her personal obligations and inherited identity as a magus and a Tohsaka. It is a constant struggle between maintaining her status as a rigid magus who has an obligation to with the War, and simply as a human being. This is also taken into account when she exclaims to Shirou that Kiritsugu put his role as a father before his role as a magus--due to him not being a conventional mage because he didn’t abide by the social customs and standards that noble and prestigious mage families uphold--which is exactly the opposite to what Rin's own father did (which I personally think is something that Rin is partially jealous of to a certain extent but stands fast to justify her own life). In this way, Rin's conflict with Shirou is a conflict with herself. Her actions and behavior are not inconsistent at all.
This is also one major reason why I find the chemistry between Rin and Shirou to be great--they're both similar people who happen to have rather opposite personalities and family relationship, and how it all correlates with each other is fascinating to watch and I can't wait to see how it develops, be it either romantically or not. Personally I would love to see these two characters break away from the destructive inherited cycles of values, obligations, and pain that were elucidated in Fate/Zero and reach different heights in what the War entails, on itself as an event and the characters part of it.
It is way to early to judge UBW reaching similar heights as Fate/Zero. However, what I have personally found that UBW does better is having a larger visually distinctive usage of magic, both technically and tactically in terms of non-Servants. Shirou's strengthening ability, Rin's wide variety of spells, Illya as well have been a joy to watch. Giving some exposition regarding the magical workings would be appreciated however.