When Reese returns the wallets he stole, he starts with the black guy, then the the white guy sitting to Reese right. But before this occurs, the camera behind Reese focuses on the white guy to Reese left, who pats his coat to search for his wallet, yet moments later, his hands are in his lap again.
At the beginning, Finch points out that Brazilians are no strangers to politically motivated kidnappings, which is not strictly true. Although some level of criminal intimidation may occur in smaller more isolated cities in the countryside, this does not apply to the larger cities, or even a presidential election which the story seems to indicate. Basically, "politically motivated kidnappings" in such rarefied levels of the government would be impossible.
Finch says that as the daughter of a diplomat Sofia is assigned a transient social security number. Simply being the daughter of a diplomat would not get her assigned a social security number. For non-citizens, Social Security only assigns numbers if there is a valid, verifiable reason for them to have one. So it's not uncommon for non-citizens to be assigned a SSN, it is not automatic.
When the person is pushed out of the window in the beginning of the episode you can see the windows of the car break and explode before he lands on the car.
Near the end, when Jack is being taken by the police, Reese is standing outside watching them along with Sofia. John would have been more careful to leave the area before the cops arrived, since he is wanted by the NYPD.