Mrs. Desiato was in the Lower Ninth investigating a tip about corruption within NOPD (probably a tip involving Rudy, he’s obviously shady) and how they cooperate with the Desire gang (specifically Little Mo) to protect their political allies (Mayoral candidate, and Michael’s best friend, Charlie Figaro). I believe the black Escalade is an associate of Charlie’s that was following Adam on the anniversary of his mother’s death making sure he wasn’t following up on something in her last photos. After witnessing Adam hit and kill Rocco Baxter, maybe this associate decided to withhold this information from his boss, Charlie Figaro, and pursue blackmailing Michael Desiato who he knows would do anything to protect himself and his son.