I am of two minds about Zankyou no Terror.
On the one hand, I enjoyed the show immensely; On the other hand it's story is quite the mess.
The problem is that the writers apparently couldn't make up their minds which premise to explore, so they just combined multiple good ideas without considering how they fit together.
Luckily the flawed story is carried by excellent animation, music, sound design and great scene-by-scene writing, with believable character motivation, (mostly) consistent tone and a setting grounded in reality.
My recommendation is to watch it and to enjoy the masterful execution, but take the story beat by beat and don't dwell too much on the overarching plot.
The somewhat SPOILERY version:
Say you are given the following pitches:
-Our protagonists are morally grey and very intelligent terrorists, bombing stuff, but trying not to kill anybody, while toying with the police. ~ An excellent story idea
-Our protagonists are escapists from a horrible government experiment and their goal is to reveal it's secrets to the world. ~ A good premise, but that was done before
-The story revolves around the conflict between two genius parties, one criminal and the other detective, challenging each other intellectually. ~ Well, that's basically Death Note
-A character, getting bullied at school and having a bad home life, runs away and gets taken in by criminals, who might take morally unsound actions, but provide her with a home. ~ Would love to see an anime explore that
Which would you choose? The writers of Zankyou no Terror went with "ALL OF THEM!". That they only had 11 episodes to go with and the question of how you would fit all these themes together were promptly ignored.
The result is a story which has one good scene after another, while none of the parts of the frankenstein plot gets fully explored. Unfortunately for the characters, besides the protagonists, they are all only really relevant to one or two of the many parts, so they end up rather shallow, with little insight and development.
Of all of them, I would say Lisa's character suffers the most. Since her story premise doesn't really get more than a few scenes, the writers tried to repurpose her for other arcs, toying with the idea of her becoming an accomplice to Nine and Twelve, which sadly gets quickly scrapped, and in the end only really using her as a damsel and device to develop Twelve's character.
Though the biggest victim of the patchwork story is the ending. Each separate thread gets an ending and individually the endings aren't necessarily bad. The problem is just that the implications of one ending gets completely ignored in another.
Take the MacGuffin of the terrorism plot, the atomic bomb the protagonists steal in the very beginning. In the end, surprisingly, it actually explodes. Sure, it's high up in the air, but the result still is devastating. The scene of all lights in Tokyo going out and the buildings glowing with the radiation of the fallout is amazing.
Unfortunately there also is the "revealing the secrets about the evil government project" plot to resolve, for which they decide to just completely ignore the fact that an atomic bomb was blow up above the city. Twelve and Nine sacrifice themselves for their goal, Shibazaki and even Lisa get each a positive, if vague, conclusion. Also by itself not a bad ending.
Then there is the ending to the "Death Note" chunk of the story. It never is really clear what Five's motivations are, so the final scene with Nine is rather confusing. It's clear what they were going for, but unfortunately it never really was set up, resulting in the emotional impact mostly falling flat.
In the end, I'd say, Zankyou no Terror should have been at least two, maybe even three, separate and unique shows, each of them would have been much stronger on their own.
After all that criticism, I have to re-emphasise that the show is great, one of my favourites even, it's just a shame that the writer's indecisiveness keeps it from being a masterpiece.
