Deducing the warehouse from a single key was indeed not easy. The critical issue was that Jimmy wasn't clear about what "KA" represented. He found this sort of reasoning and puzzle-solving process quite interesting.
Besides that key, it now needed to be determined whether Tim should be investigated or not. If not, Jimmy could already head back to Dallas. If the investigation continued, there could be a lot to do, starting with checking the smartphone number Scott used to contact Tim.
This number was different from the one Davis in Houston provided, which clearly indicated Tim had more than one phone, using different ones to contact different people.
Investigating a phone number's location wasn't difficult. Jimmy could get back in touch with Caitlin at the Anti-Terrorism Bureau; he should be able to persuade her to help with another investigation, although using the Bureau like this might really infuriate her.