You start by asking Ethan a series of questions, trying to find out where Shaun is being held. Ethan is totally unresponsive, and it doesn't matter which questions you ask. After a few rounds of choices, Ethan will perk up enough to try and convince you and Blake that you need to let him go so he can save his son. At the point, Blake takes over the investigation and starts to rough Ethan up. You can leave or pull Blake off him, the latter choice resulting in Blake drawing his service weapon on you. Either way you'll leave Ethan alone with Blake. You can try telling Captain Perry what's going on, but he's unsympathetic. You can also watch Blake's handiwork from the other side of the glass. Whatever you do, the scenario won't move on until you enter your office.
If Ethan was arrested in Fugitive, you'll have skipped the Jayden Blues chapter and now you can do the ARI section.You start off in a virtual piano lounge in ARI. You'll play the piano by performing a quicktime sequence, with each button press corresponding to a note. After playing, your virtual butler will talk to you for a little bit, after which you'll get down to work. You need another lead in your investigation and you have a new clue to analyze. Open up your clues and cycle to the video footage of the traffic in the street outside the park where Shaun was last seen. Analyze the tape, which adds the car clue to your options, then analyze the car to get the license of a suspect in the car's theft. Finally, analyze Jack Neville's citizen ID card.
You'll realize that getting Ethan out of there is Shaun's best chance of survival, and since Blake is taking a break from the interrogation, now is your chance. Head back into the interrogation room and ask the officer there to leave. Use the combo instructions to pick Ethan back up and sit him down in the chair. Exit the room again, and go around to the other side where you can get into the surveillance room, where a camera is set up filming Ethan through the two-way mirror. Since you'll be doing something illegal, it would be smart of you to turn off the camera before you get started. What you do with the camera doesn't affect the story much, it just changes what Blake says to you in Solving the Puzzle later on.
To get Ethan out, use the intercom in the surveillance room to tell the guard in the interrogation room to take a break. Grab the police jacket off the back of the chair there, then leave the room. The key to Ethan's handcuffs is on the desk next to Ash's (he's the one across from Blake), so head over there and pick it up. When you have it, go back into the interrogation room and uncuff Ethan, then give him the jacket so he can walk out unnoticed. If Ethan was arrested in Fugitive, you'll go on to Manfred next, otherwise the next chapter is Trapped.