Saul is always fine. Like seriously, he survived BB with just a 7 years sentence, how would prison be a problem?
And, he has no control over which person he's allowed to be. In Omaha he was stuck being Gene when he wanted to be Saul. With Chuck and Howard he wanted to be McGill but he was just Slippin Jimmy. Now he's stuck as Saul when he wants to be Jimmy. It's the same prison each time, only literal now. Kim is the only one that lets him be himself in the entire series. That last cigarette let him be Jimmy for the last time. (The flame was also in color if you didn't notice)
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_foolmo_ he says listen to my story this maybe are last chance