"I don't really understand why Osiris sends Jo after Dean though, I mean, it would make more sense to send Amy...but whatever." The only thing I can think of is that maybe Osiris can only send the ghosts of people he called in the trial after the 'guilty'. Though that doesn't really explain the car or the dog-unless they were evidence in those people's trials...

When I heard the Jewish connection I thought of your Dean&Jewish neighborhood theory.

I remember one of them saying they weren't Catholic, but I don't remember what the reason was...

The broken window/fresh air+gas didn't hit me until after the episode was over, but yeah-it doesn't make sense.