"We met when you rescued me. That's what we do for each other." Kaz saved him from people he owed money to, and maybe that was part of plan, but that's not the actual rescue. It's giving him a home, a job, a gang, a purpose. Kaz saved his life in the ways that actually matter.

Jesper reaches toward the wall. It's horrible and disgusting but it does move to his whim like all matter does, even in this lucid dream he can use his powers. Not enough to simply break them out, but instead he uses the wall to surround their area, to hold off the water for now. It won't completely get them out of things, and they're still trapped, but it'll force the water to stay away. Long enough for a plan.

"There has to be a way out." Rescue is coming, it must still be coming, that's the only thing that makes sense. Or maybe they really can rescue themselves this time, maybe that's what Kaz needs. They're cocooned now in that terrible squishy wall but it's better than drowning right away. They have a few minutes to think.