I don't think Walt comes back to save Jesse. As far as Walt knows, the Nazis killed Jesse after they interogated him. I believe that Uncle Jack's boys do something to the rest of the family. If you remember, Todd told Jesse that someone was going to Hank's house to get the confession tape. So, maybe Marie gets in the way or the rest of the White's are there for protection purposes and they all get hurt. Jesse's confession has to come into play somehow. Another thing to consider is Lydia. She may put the Nazi's after Skyler to escape being implicated in the meth operation, since Skyler knows about her. So, it is most likely revenge for either the money they stole or his family being hurt or killed that Walt comes back.In the end, I think he will come across Jesse chained up in the meth lab and set him free out of guilt and the final showdown will be be between Jesse and Walt.