The police have Walt’s phone call, which even though it was meant to shield Skyler from even greater harm is still a confession. Marie got Skyler to spill the beans to Junior, and presumably to the police as well when they arrived after Holly’s kidnapping. By now, they’ve certainly investigated the car wash as well, maybe finding evidence of money laundering - but even if not, they’ll still know that the money for the purchase did not come from gambling winnings. That’s plenty of dirt not just on Walt, but also Skyler herself.
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