en.wikipedia.org/wiki/Fredo_Corleone

The page itself later says Fredo appears in The Godfather Part III. Independent film references agree. The AFI Catalog entry for The Godfather Part III says the film's opening is intercut with shots from The Godfather Part II in which Michael watches Fredo being shot to death, and its synopsis also states that Michael's guilt includes "the murder of his own brother, Fredo." IMDb's The Godfather Part III connections page likewise notes "the flashback to the murder of Fredo at the beginning." Because Fredo is shown again in Part III through archival footage/flashback, calling The Godfather Part II his "Last appearance" is incorrect.

This episode reference is off by one. Apple TV lists "Nick & Nora/Sid & Nancy" as Gilmore Girls, Season 2, Episode 5. A transcript of that episode contains the exact line, "What if he turns out to be Fredo?" spoken during Lorelai's conversation with Luke about Jess moving in. So the quote is from S2E5, not S2E4.