Damn it, so the Mafia is hitting from top to bottom, according to the numbers. One and two are dead. I'm next. So, could the point of that note have been that if they don't arrest me, the Mafia will kill number four, and I'll be in trouble? Don't nitpick the words, I'm just throwing out ideas.
So, what options do we have? We'll have to dig for clues, I guess, because everything else seems pretty bad.