The first teaser trailer shows Skinny Pete's Undying Loyalty to Jesse, refusing to tell the DEA where he is in the face of what's probably some very serious trouble. After spending the whole show as simply comic relief, it's a tremendously touching performance.
The main reason he refuses to say anything is that he heard all about the Aryan Brotherhood imprisoning Jesse and making him their slave. He refuses to let his friend be locked up again after going through all that.
The first full trailer reveals where Jesse went immediately after his escape from the Nazi compound: Skinny Pete's crib.
The Albuquerque DEA office now has a prominent memorial to Hank and Gomez, still remembering them as the ones who brought down Heisenberg. It’s even better when you remember Hank telling Walter Jr. that criminals are always the ones remembered rather than the authorities who stopped them.
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The flashback of Jesse and Mike standing by the river discussing their leaving the meth business, revealing that Mike was the one who implanted in Jesse the idea of moving to Alaska to start fresh.
Mike suggesting Jesse move there only came about after Jesse asked him where he would go if he were in Jesse's shoes. Even though Mike had just said he can't decide how Jesse should live his life, Jesse still respects and trusts Mike enough to give him some good advice.
Skinny Pete does a low-key Heroic Sacrifice by having Jesse, Badger, and him swap cars after Jesse arrives at his house; he keeps the tracked El Camino, which gets him arrested and interrogated. They also give him clothes and all their money, which comes in real handy later.
While Jesse crashes at their place, and as the enormity of what has happened to him begins to dawn on them through news reports of the shootout at the Neo-Nazi compound, Skinny Pete and Badger are horrified at what their friend has endured and are constantly treading on eggshells not to further upset an already incredibly traumatised torture survivor. They feed him a bunch of food and allow him a full night's sleep without question, then in the morning set him up with a selection of clothes and a hot shower to wash the dust and filth he's still caked in off - Skinny Pete suggests he avoid shaving to make him less recognisable but even when he does so anyway, Badger affirms that he looks sharp, and no more is said. After a year in captivity, Jesse's friends help restore his sense of humanity and agency.
Considering the stack that Badger has, that money was likely all that they got from Walt for their help in "Felina". It also means that in some twisted, unintentional way, Walt managed to help Jesse out one last time.
When Jesse asks him why he's doing all this, Skinny Pete replies:
Skinny Pete: Dude... you're my hero and shit.
As a final parting gift, Skinny Pete gives Jesse his hat as well.
At first, Ed (the Vacuum Cleaner Repair Guy) refuses to help Jesse as he had forgotten the code phrase and had bailed on the first attempt at disappearing, and Ed even claims Jesse's story of being Made a Slave has no effect on him and calls the cops on him for refusing to leave... but he still gives Jesse another chance and lies to the cops when they show up. Guess he managed to get some sympathy out of Ed after all.
In a deleted scene, Jesse is waiting for Ed to arrive at his shop all night, the same night he retrieved the stolen money too, with injuries as well. As soon as Ed sees that Jesse came through with the money as promised, he asks for his gun. At first Jesse is skeptical, but Ed warmly tells him that from here on out, he won't need it anymore. Just for someone to tell Jesse that is all the more gratifying, especially what he's been through.
The same deleted scene has Ed's demeanor just completely change as well. His refusing Jesse service was Nothing Personal just because he has his procedures to keep himself from getting exposed and now that Jesse was able to follow them to the complete standard that Ed wanted him to, Ed's got no reason but to be nothing but accommodating to him. Ed's now fully ready to show that he'll indeed keep his word as he said he would.
Jesse telling his parents that they did their best with raising him, and however he turned out is all on him.
His parents being genuinely happy to hear from him, considering they had completely disowned him the last he knew of them. Though they suggest to Jesse that he turn himself in, it's clear that they really want him to for fear of his own safety, and try to convince him that no one wants to hurt him.
In the flashback scene during the events of "4 Days Out", Walt tries to encourage Jesse to quit the criminal lifestyle and go to college to pursue business. Even though it's a Foregone Conclusion at this point, it's still pretty humble to see Walt genuinely trying to help Jesse instead of him emotionally manipulating Jesse for his own ends in the later seasons.
During the events of “4 Days Out”, Jesse learned the truth about Walter’s cancer and why he turned to manufacturing meth. When they eat together here, Jesse constantly tells Walter to eat and hydrate himself, and also tries to help him when he starts coughing. Near the end of the scene, Jesse repeats his promise to Walter from the end of the episode.
Jesse: Your family’s gonna get every dime they got comin’ to ‘em, Mr. White. No matter how long it takes.
The flashbacks shown throughout the film reflect how Jesse will remember and feel about the people in them. Even after everything Walter put him through, Jesse doesn’t choose to remember him as Heisenberg, the monster who ruined his life, but as his mentor and friend, Mr. White.
Jesse Pinkman ends his journey with a smile on his face, after all the hardship he went through, no one in the series deserves it more than this young man.
