Jack's/Celia's. Patrick shows up with a cream pie of some kind. He explains to Annie that it's her own whole pie, but that they can't have any until they've had a fight. Once they've fought, she'll know that fighting sometimes is okay. He sets it down, and tells her, "Go." She doesn't seem quite ready yet, so Patrick starts instead, saying that he wishes she'd been more sensitive to the fact that it was his first Thanksgiving with his new family. "And me!" squeaks Annie. "But your mother said 'stay,' so of course you did." Patrick tells her not to drag his mother into this, and Annie spits, "Why not? You always do." Patrick comments that for someone who doesn't fight, Annie has "a lot of moves." Annie reminds Patrick that she gave up her whole life to stay in Elmo with Patrick. There's a digression about her queer ceramic cats, and then Annie crosses her arms and says that maybe she should go back to New York. "Maybe you should," says Patrick, plainly having lost control of this whole exercise, adding that then he'll have his mother's pie to himself. Annie is disgusted to learn that Patrick can't even make his own pie, and he defensively says that he can, but that Celia's tastes better. Annie picks it up and, of course, slams it right into Patrick's face, whereupon the detritus sort of scatters across the floor, including a metallic clatter -- the engagement ring he'd hidden in it. Patrick bends over to pick up the ring, but before Annie can take back any of the things she said, he mopes out, pie-encrusted.
After the break, Patrick finds Theresa and gives her his ring. Seems like kind of an extreme way to get back at Annie, but...oh. He's the one who bought Theresa's ring. Theresa's thrilled that Patrick was going to propose to Annie, but he indicates that it wasn't so great after all. Theresa says she's sure he and Annie will work things out, but Patrick doesn't know how you can with a girl who's responded to your proposal by throwing a pie in your face. Theresa's like, "Eh?" Patrick admits that it didn't happen in that order. Patrick wistfully wishes Theresa better luck with the ring than he had -- or that she had, the first time. Theresa does too. I have to say, for coming from a millionaire, that ring is pretty janky.
At the radio station, Marin has a frustrating call with the airline about her lost bag, but hangs up as Patrick enters, moping about Annie. Marin tries to assure him that he and Annie just had a minor misunderstanding, but Patrick pouts that Annie's Irish, which means things tend to escalate. Hate crime! He tells Marin she's up, and she tells her listeners that she had a terrible time getting back to Elmo, and that her missed connection threw her off. "Missed connections" becomes the metaphor around which the rest of the episode will be arranging itself, in case you were worried that there wouldn't be one.