Plot hole: Harry goes into the Mall, and two of the terrorists follow him through the Mall, up the escalator, down the hall, and into the men's room. Then the third terrorist leaves the car and follows exactly the same path to where the other 3 went, even though there's no way he could have known exactly where to go.
Revealing mistake: When Harry confesses to Helen that he's a spy she punches him and knocks him down. When he falls one can notice it's Arnie's stunt double.
Continuity mistake: After Juno Skinner has killed her limo driver, the limo speeds out of control. There are two champagne glasses in the cup holders next to Juno, but both glasses disappear and reappear between shots while Juno and Helen are fighting each other. With the limo speeding across the bridge, it doesn't make sense that Juno's gun stays on the roof for a while. The gun should have slid off the roof when the limo banged into the guard rails. It doesn't fall off until after the limo has passed through the flaming truck wreck.
Chosen answer: He just exclaims, "Shit!" It's not what he says that makes the henchman let him go, it's that they both realize that if they don't find cover they'll both likely be shot by this random, firing Uzi.