Well, after having his bluff called so effectively, Zapata moves on to Plan B: Menace The Gringo. He saunters past Nicky and sneers, "You break it, you bought it." Nicky gives Vega a look that speaks volumes, beginning with, I am so tired of every two-bit perp in Vegas thinking I was put on this Earth for them to mess with and escalating into the kind of threats that make Vega go pop-eyed in alarm. Or maybe Vega's just keeping an eye on Zapata. Nicky goes poking around the store and stumbles across the display of a small, brown bone resting on a bed of rose petals. Zapata points out that it belonged to Jesus Malverde. Incidentally, that's the name Zapata invoked when chanting at Veronica. Nicky leans in to get a closer look at the shrine, and notices a rack of leather jackets in the back. One bears a resemblance to the fringed number Veronica was seen wearing in the digital photos they pulled from her camera.
As everyone stares at him, Nicky pulls the jacket from the rack and explains, "Veronica Juarez had a jacket just like this one, minus the tire treads." He's a-takin' the jacket with him when he goes. Vega's a-takin' Zapata with him. It looks like Nicky got the better end of the deal for once.
When we get back from commercials, Zapata's sitting in the interrogation room, and Vega's pointing out that barring some wildly improbable coincidences and/or doppelgangers, they're sure he's the one who went to Veronica's office and threatened her. Zapata replies, "Si, senor. I went to the oficina. Her mentals were going places they need not." Nicky then whips out a photo of the bone they...took from the store? Zapata smirks, "Pollo bone. Religious. My right in America." Nicky points out that it's actually a human finger bone that's been burned. Zapata attempts to creep him out with a ghoulish expression and the intonation, "Eyes can fool you." "That would be why I do a lot of lab tests," Nicky smoothly replies. He moves on to the jacket, and Zapata claims some nice young man brought it to him. He does some more mystical crap, and Nicky and Vega exchange looks suffused with acute suffering. Zapata looks up, catches this, and promptly quits the capering. Unfortunately, he begins the raving. Because I have very little patience with the Jackass Monologues, you're going to be getting the short version: Zapata claims to be the descendent of Jesus Montverde, and it has given him supernatural powers. Nicky exposits historically, "The Mexican Robin Hood? A thief and a killer. Hung May 3, 1909." That's mighty specific. How did Nicky know this? Did he carry around a deck of Criminal History cards and make Warrick quiz him?
Anyway, after Zapata repeats, "No me puedes tocar" (you cannot touch me), Vega spits, "You're a disgrace to our community." No, he's not. Alberto Gonzales is a disgrace to the community. Zapata's merely a rabid embarrassment. And, as Vega points out, "A greedy fence who will do or say anything to make a buck." "You say that like it's a bad thing, Vega. I'm an entrepreneur. In Bush's America, we're holy, blameless creatures, immune from your man-made laws," Zapata replies, and my blood runs cold. Okay, so maybe I just made that last part up.