HUndreds of gunshots, then a few minutes pass, then a car loudly bursts out of a locked gate - probably someone in the area, they reported the gunshots, and started watching after hearing those and saw the car drive away. It's not a stretch to believe and doesn't make me think Walt is alive and telling people someone fled in a car.
Just thinking how it might go down in reality - they find the car with the machine gun mount, they find the keys that trigger it, they should find Walt's fingerprints on those keys. Lots of ballistics to break down but they might be able to determine most dead of machine gun rounds but at least two have bullets from a hand gun as well. That gun was slid from Walt to Jesse and Jesse held it, so his prints there?
Investigators I guess also know Jesse was held captive there, but at a very minimum they would be looking for him hard to piece the story together. Seems like Jesse would try to get as far away as possible as fast as possible but I don't think he has anything - cash, cards, limited gas, etc. Can he safely get in touch with the guy who helps Walt disappear? Don't think he has any other contacts.
