Let me explain to you the whole plot of this video:
The video is divided into three parts-Bank(present),The roof(past),Flashbacks(past).
The video begins outside the bank.the criminals clean the area(killing a people) because they want to be easy for them to rob the bank,then you can see Niko inside the car.
Scene 2-(Direct continuation from the end of the third video),Niko asks the criminal(from the first video),how is he still alive(niko was sure the criminal was hit by the train).
Scene 3-Flashback about how the criminal is still alive.Also,you can see a guy with a cell phone who helps them(you don't know who he is).At the end,the car is opposite down because the jumping from the bridge at the first video(2:41-2:43).
scene 4-At the bank,the criminal steals the money and calls to the rest criminals to go back to the car(niko is still there).They run away from the police with grenades.
scene 5-This time,niko asks the criminal (from the second video),how is he still alive(niko was sure the criminal was drown in the sea).
scene 6-Flashback about how the criminal is still alive.The guy with the cell phone helps them also here.At the end,the guy with the cell phone says:"so next time,we will trap him"(the next time is the third video),they know niko's name and niko does everything to catch criminals.This is how they know his name at the third video.
scene 7-the criminals run away from the police after they stole the money from the bank.At the end,the grenades ran out and they want to shoot.
scene 8-A proof about how they know his name(Flashback from the second video).Niko was sure the criminal is about to die so he does'nt care to tell his name.
scene 9-Niko understand that the criminals are working together.At the end,they threatens niko-if niko does'nt help them to rob a bank,everyone will know that niko is a hidden officer(Now it connects to the bank).
scene 10-The criminal who drives want to shoot so he commands niko to drive.Niko uses this situation and he jumps from the car,before it explodes.The criminals are dead.
scene 11-The guy with the cell phone aware about his friends because he watched them explode.
Who is this guy?How does he know niko's moves?
All this and more will be revealed next and the last video.