As soon as Rosa sped off in the van I was shouting at the screen, hoping she'd cross paths with Vee!
As for Alex and Piper, I don't know what Piper's motivations were, I guess we could argue that she only wanted the parole officer to actually check up on Alex a bit more often. I mean, if Alex hadn't been holding a gun when he showed up, I'm sure she could have easily denied any plans to skip town and gotten away with it.
Then again, Piper knew about the gun, so maybe she figured that if the PO showed up and searched Alex's place it would be found.
Of course, given that calls are in theory monitored, more fool Alex for saying anything over the phone anyway.