Hank is in a terrible spot and he knows it. If he were to turn Walt in, no one would believe that he wasn't in on it, especially since it was Hank who took down Gus when no one else believed Gus was doing anything wrong. Where did he get his inside info? Police intuition just doesn't sound convincing to most people. The only thing Hank knows is that he's FUCKED either way. And on top of all that he loves Walt like a brother, even though I believe that Walt consciously or subconsciously absolutely despises Hank (the look on Walt's face when Jr. was talking about how Uncle Hank is a hero for taking down Gus, work for which Walt was responsible, was one of pure disgust).

I think you are right about Jesse. Jesse thinks two things. He thins that with Walt is telling the truth, which is unlikely but possible. In that case he is out and can just fade away. Or Walt is probably lying. In that case he better just pretend to believe, because he's starting to get the picture that Walt is so far gone as a person that he no longer cares who he crosses. In both cases all Jesse can do is keep hos mouth shut and lay low, so what's the difference to him?