Other mistake: In Assault, Pyscho's mouth doesn't move when he keys in the next objective after you destroy the last AA. You can see this on the crane with Pyscho on it or binoculars.
Plot hole: Pyscho says that he will provide support in the 2nd level, but there is no support at all.
Continuity mistake: Remember to tag Jester's location - when you reach the cutscene where you see a frozen boat, Jester appears in the cutscene. Use cheats to go around the crack in the wall that reaches the frozen boat,and you'll see Jester not there.