I can't imagine Walt wanting to save Jesse especially after he signed off on his execution only to have Todd stop it.
I really want Jesse to kill Walt. Jesse may not have been a saint at the beginning of the show, but Walt has really messed this kid up time and time again.
Since Jesse's moral arc has been toward absolution and redemption, I don't think he will kill Walt. He doesn't have to anyway. Walt is either going to be shot by the Nazis or take his own poison. And I do think his actions will "save" Jesse.