I took new photos and a video of Jimmy today. He is making progress and seems to relax a little when the leash is hooked to his collar for some reason. Don't know why. Perhaps he was tethered in a yard or something. Over the past few days, I've followed a routine with him. He likes sitting on the left side of his cage, then I make him move to the right, and then sitting in the front of his cage with the door open. He looks at the floor, and smells in its direction as if he is thinking about getting out. Yesterday, he got out and remained calm, so we tried again today. He was a little more reluctant to step out of the cage today, so I had to insist that he try.
He also ate some canned food while out of the cage, and this was the first time we tried this. Here is his video below.