The ending reminded me of the line from Spaceballs "Evil will always triumph because good is dumb."
Barry and co are so worried about Wally they give Zoom what he wants (Barry's speed) and big surprise Zoom just takes someone else (Caitlin) and now Barry doesn't have his powers so they are SOL.
Did they all lose their brains? There only option was to try and trick Zoom somehow. I know it sounds really cruel, but the hard truth is even if Wally died, at least Earths 1 and 2 would still have a chance.
And as others have said the explanation about "Jay" and Zoom makes no sense. From the lines in the episode Zoom was "Jay" all along so who was it he killed? And when did Zoom and him switch? Like two seconds before he killed him I guess? And what about times Zoom and "Jay" were both appearing. They really needed to do a flashback/explanation sort of thing. A one line off-hand explanation (I killed my time remnant) just doesn't cut it.
yes, being noble and sacrificing for others is indeed a pain at times.
They could have easily rigged up a super tranquilizer or poison to shut ZOOM down. Remember when Barry time warped the other week to get help from RF? He had a sedative with him to knock out his past self for a few hours.
They could have tricked and sedated ZOOM and dumped him into lockup then freed Wally and the man in the iron mask (Jay)