When Nick confronts the P.I. and yells "Why are you following me?", he looks inside the car and see the file with his picture on the front seat. The P.I. notices this and turns the file over. After Nick grabs his gun, the P.I. jumps out on the other side, raises his hands in the air and tells him somone hired him and runs off. As the P.I. runs off, Nick yells "Who hired you?" as he stands alone next to the car. He then waits a minute and walks off. If he really wanted to know more information, he could have taken the file that was right in front of him on the carseat. It makes no sense that he is desperate for information about the strange events that are going on, sees this file on him, and yet doesn't even pick it up or look at it.
The final party scene was filmed over a three night period at the real Palace Hotel. To save money, the same food was used all three nights, which stank up the place for days.