  Here we present detailed analysis of the distinct X-ray emission features
present within the Eastern radio lobe of the Pictor\,A galaxy, around the jet
termination region, utilising the data obtained from the {\it Chandra} X-ray
Observatory. Various emission features have been selected for the study based
on their enhanced X-ray surface brightness, including five sources that appear
point-like, as well as three extended regions, one characterised by a
filamentary morphology. For those, we perform a basic spectral analysis within
the 0.5--7\,keV range. We also investigate various correlations between the
X-ray emission features and the non-thermal radio emission, utilising the
high-resolution radio maps from the Very Large Array at GHz frequencies. The
main novel findings following from our analysis, regard the newly recognized
bright X-ray filament located upstream of the jet termination region, extending
for at least three tens of kiloparsecs (projected), and inclined with respect
to the jet axis. For this feature, we observe a clear anti-correlation between
the X-ray surface brightness and the polarized radio intensity, as well as a
decrease in the radio rotation measure with respect to the surroundings. We
speculate on the nature of the filament, in particular addressing a possibility
that it is related to the presence of a hot X-ray emitting thermal gas, only
partly mixed with the non-thermal radio/X-ray emitting electrons within the
lobe, combined with the reversals in the lobe's net magnetic field.
