Jack leaves the shop alone to go to the Walters house. However, when he gets there, Micki is with him.
"Legba" is the name of one of the voodoo loas, typically called "Papa Legba". However, "Legba" is not a title for a voodoo priest, as is used throughout the episode.
Carl doesn't kill Hedley and take his loa at the shop, even though Hedley is right there and defenseless. Laotia and Carl need Hedley's loa, so it's not stated why they don't kill him right away but wait. Carl asks Laotia why she didn't let him kill Hedley, but she never answers.