That comment about 'Walt's other home'. He's not talking about the laundry. Jesse knows Walt's other criminal associates. Todd, Lydia. Todd'd be a rock in an interrogation, but Lydia? Jesse knows she's a coward and knows how she ships the meth to the Czech Republic.
And Hank? He's sharp enough to figure out the 'Talk or we'll put you in holding and make it look like you talked' play.