Show creatives thought it would be fun to have Pete be a free man, out in the world, who doesn't realize he's free and assumes he's on the run.
The executive producers enjoyed working with Alison Wright, who plays Marjorie in Sneaky Pete, and wanted to bring her back for Season 2. The actor was performing on Broadway, in the play "Sweat,"but the show was able to get time with her to film crucial scenes for Episode 203.
The executive producers wanted Sneaky Pete to feature a family that was hiding a lot of secrets from each other; in a way, the family members are all conning each other but in ways that are more acceptable than the methods Marius employs and with far better intentions.
A significant portion of Sneaky Pete's creative team had worked together on the FX series, "Justified." On that show, they had honed the ability to take any character and a set of circumstances and figure out how to spin-off consequences that could continue to torment characters across the span of a season and even into subsequent seasons.
According to the official Sedona tourism bureau, Sedona is a town in Arizona known for its picturesque sandstone landscape and for its "vortexes" of energy.