I would love to know what time the call came in...
It kind of sounds like him but then it sounds like he said "I know trench coat people, I went there"
Wouldn't Nate have said something like "I just called my friends dad, we can't find my friend Dylan, he has a trench coat like that... "
So I assume Nate ran out of the school, he did see his GF in the park, he probably heard chatter about them wearing trench coats and maybe heard Eric or Dylans name?
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"And you know, you know, you know, this can be beautiful, you say you're numb inside, but I can't agree. So the world's unfair, keep it locked out there. In here it's beautiful."