ATTENTION: ACHTUNG: LISTEN UP: AND ALL THAT:
OK!
I'VE WORKED ALL OF THIS THING WITH THE GUARDIAN ANGEL OUT!!
Ok, all of what happens with Abe in AO happens. Then he gets captured by the Sligs in the end. But BEFORE he is executed (or not) as seen here:
http://youtu.be/UL-2NQVifDE and
http://youtu.be/gCDlDsIFbfE
The Guardian Angel scene takes place, in that very same room where he's going to be executed. If you don't believe me it's the same room in both scenes. Just look at the background, you've got the molluk suks grafiti and the tally grafiti AND it even says on the Oddworld Wiki that it appears to be the same room.
AND! (Yes, there is more.) The "if you wanna be free" line was to advertise the game, but in this story it wouldn't make sence. So the "It's time to confess!" line sounds like the Shrink is trying to get Abe to confess to all of what he's done in the game.
*Takes break.*
SO,
Abe does all his things in AO.
Abe, gets captured by the sligs.
Abe, in the cell or whatever that room could be called, has the Shrink come to try and get him to confess to all the things he's done in AO.
And then Molluk has Abe executed OR Abe's mudoken friends save him.
That will be all.
*That train station intercom 'ding dong' noise plays.*