Corrected entry: Gary the cop shouldn't be alive. The second lot of 2 gangsters who turn up on the bridge and shoot him from behind (quite significantly - he splats everywhere) must be real gangsters with real guns and real bullets, not paid actor plants because we hear later the witness protection details are real (Brooks sold them) and they have access to a huge private jet plane (not possible to hire on a policeman's salary if it was all just staged).
Correction: First of all you can survive a gun shot. Second of all we never hear about how much it cost the cop to stage this and why is that important. Third, after that point nothing is staged. The cop only set it up to the point where he got shot. Everything that happened after that point was real. I don't understand how that's a plot hole.
Correction: This alleged mistake makes no sense whatsoever. The movie makes it quite clear that the second set of gangsters is real. It's part of the joke - only part of the plot was staged by Gary, but the characters end up getting caught-up in a real criminal plot as well during the night. And Gary survives because they shot him non-fatally through the shoulder. It appears whoever submitted this mistake simply didn't understand the movie.