Frustrated by blind alleys and dead suspects, Knapp is certain that gangster James Sullivan is connected to the kidnapping, while King's solution lies in a missing persons report for a pilot who he suspects was hired to take Leo Cain far from New York. King's hunch begins to bear fruit when the missing pilot's wife admits that her husband is a gambler who performed off-the-books assignments for quick cash. And when Turner uncovers offshore financial transactions that connect Sullivan and Conrad, Knapp enlists Senator Bill Ross to lift the veil of secrecy shielding the deals as he finds that Conrad has been secretly assembling money to ransom his son. Meanwhile, suspecting that Roger Prince may be behind the plot, Virgil sends Ellie to bug the lawyer's office.
With the kidnappers again shifting their tactics as the investigation threatens to close in on them, Knapp presses Conrad to explain the ransom money he's put together. Though Conrad admits to back channel communications with the kidnappers, he insists that he has no knowledge of Sullivan's Swiss bank transfers. As Ellie is arriving to see Prince, Senator Ross tells Knapp that it's Conrad's lawyer who financed the abduction. Calling from his limo, Conrad then gets Prince to admit to being drawn into a plot to kidnap Leo. But before Conrad and Knapp can arrive, Ellie watches in horror as Prince commits suicide.
Deep into his own investigation, King finds a plane he suspects was used to spirit Leo away to Mexico. Then, as Conrad and Knapp prepare to deliver the ransom, the two men holding Leo are drawn into a plot inside the unraveling kidnapping conspiracy to turn the boy over to his dad in exchange for cash. But as they are transporting him to a safe house, they risk discovery after one of them shoots a Mexican police officer who discovers Leo's presence. Finally, as he seeks permission to move the search across the border into Mexico, King learns that Atkins has been working behind his back with their superiors at the FBI.