Sorry for going retro again..
But this is a general theory..
Seeing behaviour of Yahiko,nagato and konan.. J-man taught them ninjutsus...
Now...when jiraiya was with all three listening to yahiko..
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J-man saw the hatred in Yahiko towards other villages..
Then he got 1 on 1 with Nagato..:|
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(read a couple of pages more too)
Then when J-man left them their reaction was as if he had betrayed them..
When J-man goes to rain village to find pain..
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Nagato says you dont have a clue about what happened to them..
Also he says that Yahiko was dead..
But can we see it from another angle...
1. Whoever came across team nagato were defeated..
2. Nagato wanted to protect Yahiko no matter what pain he had to go through..
So if Madara(the ol'main baddie!!

) had Yahiko in his custody and make Nagato work for him in order to keep Yahiko alive would be a reasonable condition for them to work for akatsuki..
Also Nagato may have renamed himself as Pain as he was experiencing them himself while protecting his friend Yahiko...
Is this a reasonable argument about the plot about Pain that may unfold during / after :naruto:v/s pain???...