Shawn then does an Internet search and discovers someone is selling that exact set minus the Dumbo. He and Gus go on a road trip to find the seller, thinking it must be Scott's killer, only to find Scott alive and well. They bring him back and surprise Juliet, but they get another shock when U.S. Marshal Daniel Wayne arrives and tells them they just exposed a witness out of the protection program. Wayne and Scott then explain that there was a raid where Scott worked and an agent was killed in the process. Scott testified against Waring, putting him in the room with the dead agent, and has been in protective custody ever since. Wayne wants to take Scott back, but now that he's out and has reconnected with Juliet, he refuses to return. Juliet lets Scott crash at her place to keep an eye on him, and that night Lassiter nearly catches a man who was lurking around the house. After that incident, Wayne points out to Vick that Scott is not safe with them. Shawn, then, decides to fix the situation at the source and he and Gus go see Waring in jail. Waring is evasive on whether or not his people are trying to kill Scott now that he's out in the open, but he does promise Scott will be safe from him if Shawn and Gus vindicate him. He may not be innocent, but did not kill the agent.
Shawn and Gus take Scott back to the scene of the crime. Shawn has Gus lie down and be the body but Scott tells them Gus is facing the wrong way. He also says he saw Waring standing over the body, but instead of shooting, he just ran. Gus tells Shawn that according to the report, the bullet went right through the agent but was never found. Shawn realizes, that with the body facing the way Scott said, the bullet must have gone straight out the window. They all go outside and find the missing bullet in a tree. But as Shawn climbs up the tree to confirm the find, shots ring out. Someone is shooting at them. They all take off and return with the cops, but by the time they get back, the bullet is gone. The real killer removed the evidence.
Back at the police station, Juliet says goodbye to Scott as Wayne takes him back into custody. Shawn asks Vick why Wayne is so invested in the case and she tells them that the dead agent was Wayne's partner. Shawn then notices tree sap on Wayne's hands, the same sap that got on Shawn when he was climbing the tree. Wayne took the bullet and Wayne is the one who killed the agent. Shawn, then, gets on his bike and chases after Wayne before he makes Scott disappear for good. He catches up to them and tells Wayne he knows the truth, that the shooting was an accident, a result of the chaos of the raid. But he saw an opportunity to pin it on Waring, and send him away for good, something the government had since been unable to do. Finally he hid Scott in witness protection to wrap up the loose ends. Wayne, who originally tried to avoid killing to cover up his mistake, realizes his only way out now is to get rid of them both. But the cops arrive just in time, and arrest Wayne. With Scott now safe, he no longer needs to go back into protective custody, but he and Juliet know the timing still isn't right for them. So they say goodbye, agreeing to meet back there in a year.