Jimmy has taken too much leave this year, so he's finding it hard to ask for more. He can only use his own time off to search. The key issue is, he can't directly use the FBI's facial recognition to gather surveillance for a match. While using public means for personal ends is often overlooked, being so blatant about it is excessive.
Jimmy's connections with the CIA have almost completely severed, so it's tough to use them privately, and he can't expose his relationship with Roland just like that. If he directly took Roland's video screenshots and had them do facial recognition, it would be too conspicuous and hard to explain.
His ability is one thing, but given his current identity, his exceptional action skills are a result of CIA training. Not many people know this, but some do. Now that Roland, someone nobody knows, has emerged, how can that be explained? They're even using the same type of gun.
