One thing that left me confused is this: was Dreykov still working for the Russian government, or had he become a rogue agent?
The movie makes it clear that the Red Room was originally a Soviet, and later Russian government program, and yet at the end of the movie Dreykov seems to be running his operation without oversight from anyone.
This also ties in with one of my biggest problems with Dreykov as a villain: we don't get a clear enough sense of what his ultimate objective is. I get that he's a misogynistic a*****e who enjoys kidnapping and brainwashing young girls, but to what purpose? He mentions in passing that Natasha betrayed "her people", which certainly indicates he's some kind of Russian nationalist and/or Soviet nostalgist. But aside from that its all just a bit too vague.