Continuity mistake: When Myka and Jinks first see the trumpet player, the camera stays on him while he plays. At one point he plays a long tone and the camera shows him press the first two valves as if to change a note. The note he is playing continues uninterrupted however. While there are some notes that can be played with more than one fingering, changing valves in the middle of the note always produces a momentary interruption of the note, at the very least.
Other mistake: Charlotte enters the Duchess' bedroom, walks past Pete & Myka, with her hand behind her back, hiding something. She stands in front of them, trained security people; neither of them notice the gun in her hand (which is visible to the camera, so it is not hidden via artifact), before she shoots her husband.