Jesse finding the cigarette could be easily explained because he just checked it but the thing went around the entire house picking up shit so he'd assume it finally picked it up somewhere. And I think Vince Gilligan gave an explanation on how they got the lotv to Brock but I don't remember it. Remember it's just a show man. They coulda ended it with Walt flying off on a rocket ship of they wanted to because its a tv show.
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