I've noticed that as well, and I'm 99.9% sure that the place we see AJ running out of is the place where they're keeping Junior. Only time will tell, though.
On that note, though, I honestly think that would be one hell of a cool twist to the show. Junior's death would be a big deal for the show regardless of how it happened, but if he was clipped by AJ?! That would be insane. I wouldn't mind, honestly. I used to like Junior, but lately, and ESPECIALLY after he shot Tony, I don't much now, although he's always good for a quality, funny line here and there.