Back at the Japanese restaurant, Natalie recaps to Michael and Fi that Plan A was "Kind of a fail." She hasn't been around them long enough to know that's what Plan As are for. Fi says at least they now know where on the grounds the weapon is, and Michael says they'll disable the floodlights with a sniper rifle and use spray insulation to mute the alarm sirens. Then they'll bust into the vault with a water saw and hand off the weapon to Sam for the getaway. Natalie likes the plan but suggests a much faster thermal lance to cut the vault door. Which she says she can not only get, but also operate. They don't like the idea, so as a gesture of goodwill, Natalie gives Fi her gun back so they can all be a happy, trusting team.
Michael VOs about the similarity between romances and relationships with sources. "Of course, romantic relationships usually end if there's a betrayal, whereas spy relationships often begin with one." Jesse meets Marv at the marina to ask what he found out about the e-mails. Marv is acting sketchy enough that Jesse realizes he's wearing a wire. He shuts it off (fortunately nobody is listening and Marv was only trying to cover his ass), but Marv is still freaked out by what he found out: the e-mails were to some arms dealers and other heavy hitter types who are meeting in Santo Domingo in two weeks for the auction, and there's a five-million-dollar buy-in. No explanation on how Justin Walsh knew all those people in the first place. Jesse pushes his luck, asking if Marv still has his contacts at the Fed. After all, where else is he going to get five mil? Marv reluctantly agrees. "I love you, Marvin," Jesse says as he walks away. Like that'll make him feel better.
That night, Michael's getting ready for the heist when Fi shows up (having ditched the murder weapon in the ocean). They talk about Natalie (bad) and Sam's escape route (all set). Time to move.
The team strikes right before dawn, which is when Michael says most people are at their deepest REM cycle and anyone who is up is likely to be near the end of a shift. Fi starts shooting out floodlights, which the guards in the yard somehow don't hear, and Michael, Jesse and Natalie go over the wall. Looks like Michael's arm's all better. They use spray insulation to block the diaphragms of the sirens, (heh, Michael said "diaphragms"), taser the guards posted outside the shed, and open it up. Natalie fires up the thermal lance (literally) which according to Michael's VO burns at 8,000 degrees and "will slice through a heavy deadbolt like butter." Which Natalie does. The door falls, Michael snatches the silver briefcase inside, and they run for it, Natalie dropping the lance on her way and setting the yard and the shed alight. Back to the fence. Michael tosses the case over to Sam, and he and Jesse follow. Jesse tries to pull Natalie up after him, but she falls and claims a broken ankle, saying she'll get out when the bad guys see the case missing and take off. Jesse needs to shoot her right now, is what he needs to do. They're already moving, swarming around the burning shed, and Natalie stays hidden in the bushes while the rest of the team gets away.