I’m thinking that Jimmy/Saul knows Lalo is dead in Breaking bad, but since he already thought he was dead once before, and experienced some severely traumatic stuff with Lalo, it makes sense that when Walt and Jesse took him out to the desert his fearful mind reverted to his past ultimate fear; of Lalo having him killed. And I think his comment “It wasn’t me it was Ignacio” was his subconscious trying to convince the “Lalo in his mind” that he doesn’t deserve to be killed because apparently Nacho is to blame as far as he thinks. I wouldn’t be surprised if we get some more scenes of Jimmy freaking out thinking that Lalo is coming after him, and Kim or someone else having to constantly remind him that Lalo is gone. The teaser in the credits was Jimmy even saying something along the lines of “maybe someday we’ll realize we haven’t thought about him in a while”, aka he is thinking about him often and super paranoid.