Continuity mistake: In all of the episodes where Carmela hosts her film club, the theater seats in the Sopranos' screening room are gold, attached with wide trays for snacks, beverages, etc. But in this episode, when Tony and A.J. move the seats outside, they are maroon, without the wide trays.
Character mistake: During an argument between Tony and Carmela, they mention her ring, given to her in earlier episode. They refer to it as an emerald. It is a sapphire.
Revealing mistake: The semi-automatic handgun the gunman is shooting has no rearward slide movement after each shot is fired for the shell casings to eject. The gun is firing but it's not reloading, however it's firing several shots. This is just not possible. In a few other previous gun scenes like the Mikey Palmice hit Christopher is dramatizing the recoil by moving the handgun up and down and snapping it in a way that just doesn't make any sense. (00:48:50)
Answer: The show creators intentionally left it ambiguous as to what happened to Valery.
LorgSkyegon