Sonny returns to his hideout, which is a tiny little house somewhere near the city. He's got another gallon of milk with him. He makes a call to a limo service, confirming an appointment. While he waits for them to pick him up, he has a flashback to the time he decided to Max Cady himself up in prison. He's doing push-ups against the wall, pull-ups from the cell door, punching the walls with his bare fists. Once he's sufficiently well-muscled and insane, he picks out one of Hicks's guys in the prison yard and starts beating the crap out of him. Tiller watches from the top of the stairs, waiting for the killing blow. Alas, Sonny spares the man's life.
Present. Rebecca gets to Sonny's hideout. He's gone, but he's left behind his bloody power saw and a slew of research on Helen. He's also written down her daughter Danielle's flight number. Cut to the airport. Sonny, posing as a chauffeur, picks up Danielle. Did nobody call this woman to warn her?
Sonny's next stop is the hardware store, where he buys another saw and some plywood, which he orders cut to the weirded-out clerk's height. While the clerk sees to that, Sonny has another flashback. He's just finished another one of his workouts when Tiller arrives with a big tray of food. There's a slab of beef the size of a man's ass cheek. "You wanna move up the food chain, you need a lion's share," Tiller explains. Tiller compliments "the fire in [Sonny's] belly." They have not only forged his new abs of steel, but really motivated him to change. Tiller taunts him about Helen, then passes on this gem: "A chicken can do as many push-ups as it wants; the fox is still gonna eat it." But then the fox will be, like, "Damn, that was some stringy chicken!" He also taunts Sonny about not going through with killing that guy in the yard.
Sonny looks at Tiller like he's crazy, but later, when he's alone, he puts out a burning cigarette in his own arm. You might think he's doing it to inure himself to pain, but it's actually just how people used to make nicotine patches.
Present. The team blahs back and forth about Sonny having Danielle. They don't know where he's taken her. Rebecca asks Hauser if Sonny has contacted Helen yet about Danielle. Hauser says he hasn't, and Rebecca thinks that means Sonny hasn't hurt her yet, even though we just established a couple of scenes ago that he killed Pierce long before he called Helen. Gah! Somehow, they track down the hardware store where Sonny bought his first saw. They head over there and figure out from the weirded-out clerk that Sonny is building a coffin. They think he must have buried Danielle in the same field where he'd once buried his ransom money.