Cut to the mine shaft in question, and deep therein, the corpse is located -- only not by Boyd or his crew, but a lawman. He radios the news and a request for more equipment...
...and when Boyd and Co. arrive at the scene, they find the place littered with deputies. The ranking officer is apparently Nate Mooney, whom we've seen several times but I (and possibly the show) never saw fit to give a name before; however, he is the guy I mentioned last episode who asked Raylan if he was involved in Colton's shooting. Boyd asks him what's going on, and Mooney tells him they got a tip from the staties about a body in a mineshaft. Boyd offers that there are always rumors about that sort of thing -- having been a miner, he'd know -- but Mooney informs him that this isn't a rumor. He looks dramatically behind him, and Boyd's poker face betrays him momentarily as he sees a couple officers lugging a body bag. Recovering, he tells Mooney that he picked the wrong day for a picnic before heading back to the van, wherein Ava, looking pretty panicked, asks what they do now, but Boyd's only response is a grim look. Ava, I know you wanted that house in Clover Hill, but I'm thinking it's just as well you haven't yet put down roots here.
Here's Raylan walking up to Winona's house, a gift of some sort in hand, and I guess the fact that she seems to reside in a pretty nice neighborhood explains why he doesn't seem suspicious to find the front door ajar. If he had suspicions, though, they'd be confirmed by the appearance of a bearded thug at the top of the stairs, who, as we see another armed guy behind Raylan, tells Raylan that they need to address how not to make this the worst day of Raylan's life. We then cut over to Ellen May, who's just chilling in her hotel... I'M KIDDING OPENING CREDITS OBVIOUSLY.
As Winona, who looks like hell but appears unhurt, and Raylan exchange concerned and desperate looks, the kidnappers (is it "kidnapping" if you don't remove the victim from her home? Eh, fuck it) exchange idle words about the night-vision feature the camera Raylan brought apparently came with before the lead guy asks if his underling is sure the frisk he performed was complete, given that it produced only one gun and no badge. To explain the latter, Raylan pipes up that he's been suspended, and then, in response to another comment about the time a parent could spend watching her child, Winona replies that the manufacturers of the camera probably guess its buyers would do anything to keep their kids safe. The lead kidnapper is impressed with her thinly-veiled threat, adding that before Raylan arrived, Winona told them that if they left before he got there, they might live through the day. Raylan doesn't confirm the accuracy of the statement, but does smile that that's why he loves Winona, which LK is happy to hear, since the part they'd like Raylan to play for them requires a little acting, so he's glad Raylan won't have to dig deep for his motivations. If that's meta commentary on Tim Olyphant's repeated statements that playing Raylan is "easy," I'll tip Raylan's hat to the writers.