'Bellevue': Annie Connects Missing Transgender Teen Disappearance to Cold Case Murder

The mysteries in WGN America's Bellevue are officially connected.

The second episode of the crime drama gave viewers a closer look at what happened to Jesse Sweetland (Sadie O'Neil), as well as how the transgender teen's disappearance is connected to Sandy Driver's murder 20 years earlier, leading to a tragic twist that changes everything.

The episode, titled "He's Back", picked up a few hours from where it left off, with Annie (Anna Paquin) and police chief Peter Welland (Shawn Doyle) returning to the old church, where annie had found the disturbing image she thought was a message from Jesse, as well as the statuette she had given a mysterious psychopath impersonating her dead father when she was a young girl.

At the church, Annie realizes the image, as well as the statuette, are gone. Annie shares with Peter that she believes the man who tormented her with riddles as a child is back. She then shows him the message the mysterious man wrote in the back of her car, as her daughter Daisy (Madison Ferguson) sat terrified inside.

Bellevue
(Photo: WGN America)

Peter tells Annie to keep her mind off the psycho and focus her energy on Jesse Sweetland's disappearance, not believing the two incidents are connected.

Later, Annie goes and sees Jesse's mother Maggie (Victoria Sanchez), who is at the town prayer for Jesse. Maggie gets enraged and hits Father Jameson (Joe Cobden), the priest leading a prayer circle, seemingly blaming him for Jesse's disappearance.

Father Jay, who previously said he had no connection to Jesse or his family, confesses to Annie he did discuss "re-orientation and healing" with Maggie but the conversation ended there.

That night while scouting the crime scene, Annie sees someone approach in a dress. She thinks it's Jesse but it turns out to be Bethany (Emelia Hellman), the daughter of Mayor Lily Mansfield (Janine Theriault). Annie thinks Bethany was there the night Jesse disappeared, but she isn't allowed to speak to Bethany without a parent's consent and leaves.

While backing up, Annie finds a doll in the back of her car. It's the same doll her father gives a young Annie during a flashback scene, and he says it has special protective powers. Back in the present, Annie finds a note that reads: "If she tells, she never learns the truth about either." The psychopath is taunting her.

Later, Bethany confesses she was part of the group giving Jesse conversion therapy at the electric fence. Jesse wanted to do it at first, she says, but decided he didn't want to change. Bethany says she ran away after Jacob and Max started to beat him up.

Later, Bethany reveals that the reason the fight started was because Jesse announced to Bethany they were going to leave and stole her earrings as a memento. Then Jesse kissed Bethany right before Jacob got there and saw them.

Annie later goes to the hockey game to confront the team members, where a brawl starts after someone in the opposing team makes fun of Jesse. Annie questions Jacob and he says Bethany is lying to save herself.

She then interrogates Max, who Jacob said was the last one to leave after they beat up Jesse. Max, however, says they all ran but Jacob went back alone. They confront Jacob again, who admits he saw Jesse get into a white truck.

One of the other cops, Virginia (Sharon Taylor) finds the owner of the truck to be a teen named Danny (Cameron Roberts). He confesses that he and Jesse were supposed to run away together, but Jesse disappeared.

That night, Annie is run off the road by a mysterious truck and finds the carcass of a dead animal with a note that says, "Remember me." She inspects the doll she found earlier and finds old human fingernails inside.

The next day she looks through Sandy Driver's murder file and discovers her fingernails had been missing and never found. She then returns to an old treehouse were she used to get riddles as a child. She opens the mailbox and finds nothing, but in an adjacent tree she finds a new riddle that will lead her to a "fish out of water."

The episode comes to a tragic end after Annie finds Jesse's dead body floating at the edge of the pond next to the old treatment center.

The disappearance has now turned into a murder, and if the person responsible is also guilty of Sandy Driver's murder, this might escalate quickly.

Bellevue airs Tuesdays at 10 p.m. ET on WGN America.