In episode 60, the penultimate episode of Highlander's runtime, Rob Wallis (Twitter: @robertmwallis) and Daniel (@rob_a_daniel) discuss the final scene of the film from a very special location. 

Perched on the shore near Eilean Donan Castle, ancestral home of the MacLeod's*, they discuss the vagaries of The Prize, bringing back Sean, Murder-Jesus, The Kurgan + absolute empathy, Connor and Brenda's fate in the novelisation, cut dialogue (including a few memorable callbacks), and whether that final scene might actually have been shot in Wales after all...

* Well, at least according to Highlander