Felicity, Alena, and the mercenaries attack a secret A.R.G.U.S. facility to rescue the founder of Helix in episode 5x19 "Dangerous Liaisons".
Source: gtp_2001 — Twitter
Felicity and Alena get ready for the mission with the mercenaries in episode 5x19 "Dangerous Liaisons".
From episode 3x16 "The Offer".