Following the Ambush at the Valhalla, Frank Castle was arrested by the New York City Police Department and taken to the Sacred Saints Hospital. Investigating the crime scene, Detective Brett Mahoney concluded that the women were actually murdered by Castle, although they were, in fact, killed by Billy Russo. Dinah Madani, Amy Bendix, and Karen Page arrived at the hospital in order to rescue Castle.
Castle was assaulted by O'Rourke who intended to assassinate Castle, only to be stopped by Madani. They realized that if O'Rourke managed to pass through the NYPD, other hitmen could do it, so Castle needed to escape. As Page turned on the fire alarm, Castle was escorted out of the hospital by Madani, however, Mahoney noticed Page's presence and guessed that she assisted Castle to escape. Mahoney confronted Madani and Castle while they attempted to flee the scene. He ignored Madani's words and handcuffed Castle, getting him in the ambulance and driving to the 15th Precinct Police Station.
Recapturing Frank Castle, Brett Mahoney commandeered an ambulance in an attempt to bring Castle to 15th Precinct Police Station. Pilgrim then stole a police car and chased down Mahoney's ambulance through New York City, firing into the ambulance, intending to kill Castle once and for all. Mahoney drove as fast as he could down the road, all the while with Pilgrim shooting at them both while crashing his car into their side, attempting to drive them off the road.
Despite all Mahoney's efforts to break away from Pilgrim, Pilgrim was able to take advantage and simply rammed them off the side. Before Mahoney could adjust, their ambulance smashed through the side off the bridge and fell several floors to the ground below, which completely crushed the front of the vehicle and seriously injuring both Mahoney and Castle.
However, before Pilgrim could finish Castle and Mahoney, he was suddenly struck by Dinah Madani's car, which knocked Pilgrim off his feet. As Madani attempted to arrest Pilgrim on behalf of the Homeland Security, Pilgrim managed to keep himself out of sight until he got around Madani and stole her care, managing to escape from the scene.
Castle and Mahoney managed to survive the crash, although Mahoney was too injured to move. Castle looked around to see any equipment that would let go of his handcuffs and freed himself, allowing him to escape the vehicle. However, Castle realized that the crashed ambulance was going to explode and dragged Mahoney out. With moments to spare, Castle got Mahoney to safety before the ambulance was engulfed in a massive fireball. As Castle was going to walk away, Mahoney told Castle that he would not be allowed to leave, threatening to shoot Castle. Castle simply told Mahoney to do whatever he needed to do. He then walked away, as Mahoney then decided that he could not shoot Castle in the back.
Following the chase, Brett Mahoney was found by NYPD officers and paramedics who treated his injuries. Mahoney was met by Dinah Madani, as he noted that if it was not for Frank Castle he would have died as their ambulance exploded. Madani commented that Castle could not have allowed Mahoney to burn to death for the same reason that Mahoney could not bring himself to shoot him in the back.
Checking Madani's travel history, John Pilgrim found potential leads on Castle and Amy Bendix's possible location. Following the directions, Pilgrim had arrived at the caravan where he was confronted by Curtis Hoyle. Despite Pilgrim's threats, Hoyle claimed that he did not know anything about Castle or Bendix, however, she then returned at the caravan. Pilgrim attempted to capture only to be attacked by Hoyle. Although Pilgrim brutally beat Hoyle, Bendix managed to escape and hid from him.
Meanwhile, Castle found David Schultz's address and attacked him in his own apartment. Schultz claimed that he was not related with any of Pilgrim's crimes, however, Castle did not believe him. In an attempt to find and take down Pilgrim, Castle took Schultz hostage and brought him to the caravan where Hoyle informed him about Pilgrim's attack. Believing that Pilgrim caught Bendix, Castle used Schultz to force his parents to return Bendix back to him.