Bwahahaa! I watched the episode. What an enormous pile of crap that show is. Aside from all the not-so-obvious stuff, I can't believe they actually try to make people believe they picked up the dude in Europe and put a hood over his head all the way to Utah and that he had no idea where he was. Hahaha!
So the first canyon is absolutely Little Death Hollow. They start off the show midway down where the good narrows begin. I could match up a lot of photos from my trip there. His first camp was in the lower section where it starts to open up. Thanks for building a fire in there, jackass. From there he went down Horse Canyon to the Escalante.
It looks to me like the part where he met the 'locals' was near or at the Harris Wash trailhead, so obviously far, far away from where he was on the Escalante. Too bad he didn't keep going to the 'river town' in the middle of Lake Powell.