Patricia: Insane asylums are filled with people who think they're Jesus or Satan. Very few have delusions of being a guy down the block who works for an insurance company.
Jim Byrd: You're 32 years old, and you've achieved nothing. Jesus Christ was dead and alive again by 33. You better get crackin'.
Answer: He was presumably shot by the double agent. Which is why he tells Barry 'It's up to you now.'