Other mistake: When Rube is searching the hard-copy (paper) archives, the young man with him opens the last box and pulls out an old "Wanted" poster with Rube's face on it. He tells Rube "This guy looks just like you." Since season 1, episode 1, we've known that Grim Reapers don't look like they did when they were alive (i.e., Millie/Un-George). Yet somehow, Rube has not changed since his life/death.
Continuity mistake: Near the beginning when Mason takes the notebook from Roxy, the camera is off the corner of the table showing all four seated at the booth. Roxy reaches across the table with one hand and for her gun with the other and starts to explain she will shoot Mason. The camera moves for a close up on Roxy and her hands are now in front of her, folded on the table.
Continuity mistake: In the bar, just after Ray lost a pool game to Mason, they are watching a boxing match on TV. Ray begins to rack the balls and pulls out 4-5 balls and places them in the rack. The camera switches back and forth, Ray again pulls 4-5 balls out and racks them, but the original ones are gone. The camera switches back and forth again and when Ray is done racking the balls, the balls are in a different order than he placed. He is watching Mason, not looking where he places the balls. Watch the 2 and 11 balls.