Plot hole: The only reason Kate is brought onto Matt's team is to give the CIA legal authority to operate on US soil. Given that he already has DEA agents and US Marshals on the team, all of whom seem to be fully aware of what he is doing and have no problem with it, this doesn't make a great deal of sense. Her idealism makes her a poor choice for the sort of operations the team is doing, and there are already domestic US agents available.
Sicario (2015)
1 plot hole - chronological order
Directed by: Denis Villeneuve
Starring: Josh Brolin, Emily Blunt, Benicio Del Toro, Jon Bernthal
Character mistake: After Macer shoots the shotgun man during the house raid, she checks his pulse without removing the weapon from his hands first.
Alejandro: Nothing will make sense to your American ears, and you will doubt everything that we do, but in the end you will understand.
Trivia: Originally, Alejandro was meant to have much more dialogue, and his tragic origin would have been revealed earlier in the film. Actor Benicio Del Toro and director Denis Villeneuve ended up agreeing that the character worked better as a silent, mysterious type and that the revelation of his origin should occur late in the film. It is estimated that as much as 90% of his dialogue was deleted during rewrites.
Question: A major scene and gunfight take place right after the convoy crosses the border and is forced to stop in traffic. The members of the convoy scan the surrounding vehicles and find two filled with men carrying weapons in full view, not to mention the occupants looking like stereotypical gang members. How did those two cars cross the border in order to be in the same slow traffic - surely border control would have stepped in? How did they come to be there for the attempted ambush?
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Answer: They haven't crossed the border yet, and the gang members were there to kill them. They had no intention of actually crossing the border.