Alright awsome. Dont they mix places?
Yep! The stage is a mashup between Uncharted 3 and BioShock Infinite. That's where the blimp is from.
Okay, does Nathan Drake have a Jacket or not in game? Im confused.
The jacket is an alternate costume for him that you get when you pre-order the game. If you have this costume, you can choose to play as him with or without it.