I've finished Half-Life: Alyx, and it's quite the roller coaster ride.
Near the end, you're told that the vault you've been approaching wasn't built by the Combine but was found by them, and it may actually hold Gordon Freeman. It doesn't- it's imprisoning the G-Man, who is so impressed by Alyx's tenacity that he gives her the chance to prevent her father's death at the end of HL2 Episode 2. When she unthinkingly does so, the G-Man "fires" Gordon (saying that he "can't or won't" perform all the duties given to him) and "hires" Alyx, pulling her out of linear time and into the same timeless pocket dimension that Gordon sat in. You're then put in the POV of Gordon at the end of Episode 2, with Eli furious about how the G-Man took his daughter and swearing revenge. End of game!