As Episode 3 of "The Last Thing He Told Me" unfolds, Hannah revisits a profound parenting lesson imparted by Owen: the art of making difficult decisions for one's child, even when they cannot fathom their correctness. Having landed in Austin alongside Bailey, Hannah finds herself no closer to penetrating the emotional barriers that Bailey has constructed. To her astonishment, she discovers that she is being tailed, and a voicemail from Jake informs her that the FBI desires an official encounter. Failure to comply might result in her being deemed a hostile witness.
Their journey begins at the stadium, where Hannah hopes to jog Bailey's memory, urging her to recall seemingly insignificant details that could lead them to the next clue. Bailey, though initially skeptical, manages to retrieve some vital fragments. She reminisces about wearing a dress while Owen sported a suit on that fateful day—an anomaly, given their intention to watch a football game. Perhaps they were returning from some sort of event? Bailey guesses it might have been a wedding, prompting Hannah to contact Jules and request a list of churches situated within a two-mile radius of the stadium. Additionally, she surmises that the year in Bailey's memory is 2011. During this conversation, Max grimly updates her that the situation is escalating.
Suddenly, Hannah realizes Bailey is missing and frantically searches for her. She rushes into a bass concert hall and there, to her relief, finds Bailey. Hannah sternly advises her never to wander off like that and insists she stay close, given the precarious circumstances. Bailey sheepishly remembers that she was meant to be attending her own bass concert at school that day. Jules and Max share a pessimistic outlook, feeling that the family's plight is unlikely to improve.
Avett phones Hannah, demanding that Owen get in touch with him. His tone is menacing, hinting that Hannah "fled" due to "Owen's past." Avett dismisses the fraud as a mere "accounting mishap," suggesting that he is privy to some undisclosed secret about Owen.
Bobby leaves an apology basket at Bailey's doorstep, its contents a heartfelt gesture meant to mend fences. Nearby, Grady sits vigilant, jotting down the comings and goings of everyone in the vicinity. Among them, the enigmatic bald man from earlier makes an appearance once again. Meanwhile, Hannah and Bailey embark on a church-hopping quest, searching for clues about Owen and Bailey's shared past. As the bells chime melodiously at the third church they visit, a memory sparkles in Bailey's mind. She confirms it as the sacred space they once frequented.
Hannah implores the church manager to aid them in unraveling the marriages that took place during the 2011 home games. Initially hesitant, the manager's resolve begins to waver under Hannah's poignant appeal to her conscience. Jake interrupts Hannah's pursuit with a shocking revelation: Jordan, The Shop's COO, has been apprehended by the authorities. Given the escalating dangers and Avett's possible hold over Owen, Jake urges Hannah to prioritize her own safety over Owen's and consider reaching out to the FBI.
The manager then discloses that the church was under renovation during the said season, complicating their investigation. Undeterred, Hannah leaves her contact details, hoping for a future breakthrough. As Eric Cousins, the head of security for The Shop, reappears, Grady confronts him, revealing his identity and issuing a stern warning. He threatens that if Avett continues to send operatives, Eric himself might face a return to prison.
Post Eric's departure, Grady breaches into the house, uncovering a cache of money concealed beneath the bed. Elsewhere, Hannah strives to persuade Bailey to persist in their quest for answers about Owen's departure. Bailey, now fiercely irate and her trust wavering, insists that continuing their search would be futile and proposes returning home. Recalling Owen's inexplicable attachment to Bailey's cherished piggy bank, a gift from her grandmother since birth, Hannah enlists Jules's help to examine it for clues linking to the "L. Paul" file on Owen's computer, inscribed curiously on the piggy bank's surface.
Jules ventures into Hannah's abode, sensing someone else's presence. She discovers a key inside the piggy bank but is diverted by noises emanating from downstairs—Jake, eager to share groundbreaking information that could drastically alter the landscape of their investigation. Jake's private investigator has failed to uncover any public records of Owen Michaels or Bailey Michaels, as if they were ghosts without a past. Owen's identity, it turns out, was a fabrication, and Bailey has been swept into his deceptive web unnoticed.
