Gail is bracing herself for a possible job change as she awaits a disciplinary decision. Nick admits he'll miss her just before planting a passionate kiss on her smack-dab in the middle of the squad room. He then heads off with Sam to interview Jon Grey's former cellmate. Nick uses the fact that he's a vet to learn that Grey has access to money and weapons.
A calendar in Alice's room shows she has an appointment with a therapist. Andy and Dov find her doctor. She's been beaten. Grey was there to find Alice, but her appointment was switched. He ended up kidnapping another young girl named Katie Spaulding who suffers from OCD. Grey swiped Andy's cell phone during their scuffle. He phones Sam to let them know he wants to see Alice. If that doesn't happen within an hour, he'll kill Katie Spaulding.
Chris and Oliver find Alice safe at home. She had snuck out earlier to see a movie. Across town, Andy is part of the team assigned to check out a hotel near Union Station. She finds Katie Spaulding locked in a walk-in freezer. She has grenade duct taped to her hand. Grey sneaks up behind Andy, swipes her gun and demands to see Alice. He calls Sam who says he's at Alice's house. Grey knows he's bluffing, so he takes off. This allows Andy time to transfer the grenade away from Katie. Now Andy's the one holding a bomb in her hand.