Raylan thinks Boyd is probably calling Tonin, which gives them even less time than they figured, but Art thoughtfully says that Shelby's obviously been in law enforcement, so he knows that "when you run is when you get caught." Raylan then has an idea and says that Shelby had "like... whore's underwear" in his place. He realizes that Shelby's got Ellen May with him and if they find her, they find him. Rachel: "By the way, I have that same pair of panties." I don't know how we've done with so little Rachel this season, especially given the utterly befuddled look she gets out of Raylan here. Raylan then starts to go give the staties his new information, but Art is like, you're not doing that and here's why: Shelby is awesome. HA! Rachel is like, what now, but Art lists all the things Shelby got away with for all this time -- shooting Tonin, faking his death, pushing a guy out of an airplane while piloting it, parachuting into Harlan "with enough coke and cash to jump-start the economy of a small country," and then having "the balls" to get a job in law enforcement not once, but twice. Art wraps up Shelby's crime CV by noting that he spent a couple days riding around with Raylan while Raylan was looking for him, "and now he's run off with a hooker that's half his age. That's some badass shit!" Raylan, nodding without sarcasm: "It's pretty badass." Haaaaaa ha ha. Not that I don't agree with all of it, but Art giving this whole speech in an "Am I right?" tone is genius. Art's point, however, is not just to lionize Shelby, but to remind his team that this is a once-in-a-lifetime opportunity for them and as such, they don't need no goddamn staties. Raylan concedes that he's right, so Art sends them to their vehicles: "Let's go find a whore!" I'm really hoping the Marshal Service reconsiders its mandatory retirement age before Season Five.
I'm guessing Raylan called ahead and had the staties set up this roadblock before he actually got there -- because otherwise the timeline makes no sense -- but Shelby and Ellen May are watching from the woods. Ellen May has the surprisingly solid idea to drive through herself and pick Shelby up on the other side, but Shelby tells her the car isn't clean and besides, she'd probably be recognized. Out of ideas, Shelby thinks they should turn themselves in, although if that's his position I don't know how it hurts to try Ellen May's idea. Ellen May doesn't make that point, but she does say she won't do that -- she's not going to rat on Ava. Shelby says he hardly wants to either -- witness protection and a life of looking over his shoulder is his best-case scenario -- but the Feds are going to be watching everyone he's ever known, so they've got no place left to hide. Ellen May, however, says she's got an idea and even Shelby, who's a big fan, looks like he knows this is dangerous ground.