When Seth hangs himself and jumps down from the rail, you can clearly see that the other end of the "rope" is not closed anywhere.
We see LJ's phone early on in the episode, and the battery display says that the battery is half empty. However, later on in the episode when the two Secret Service Agents find it, the battery is displayed as full; how could LJ recharge his phone if he's on the run?
(at around 1 min) In a short aerial clip depicting Chicago, traffic is driving on the left.