Question: When the police show up to arrest Gustav, why did he say that he doesn't recognize their authority? He knows who they are and what they're going to do so why does he say he doesn't?
Answer:He's a rich man who believes he is above the law. They have no authority to arrest him.
Plot hole: When Leo, Gustav and Himmel are driving through Miami looking for Pest, Gustav notices that the tracking device that was put in Pest's underwear shorted out because of how much he was sweating. An earlier scene showed that Pest jumped off a boat in the middle of the ocean and swam to Miami. Since the tracking device was in Pest's underwear the whole time, it should have shorted out the moment he jumped into the water leaving Pest safe and Leo, Himmel and Gustav driving around aimlessly.
Answer: He's a rich man who believes he is above the law. They have no authority to arrest him.