Jessie is filling Dan in on the plan to get Steve out. Dan is still trying to fill Jessie on what he did last week.
Dan sounds like he is trying to cut a deal with Jessie for protection, he is offering to keep Jessie and someone else of his choosing safe.
Jessie mentions Ollie. Dan says that he doesn't trust Ollie because of what happened with Brian, but if that is what you want, then that is what you want.