Revealing mistake: When they are on the bridge between USA and Canada one of Capone's men is shot (in the breast) by the rail of the bridge. Seen from outside the bridge you can clearly see that the stuntman is not falling, but he is jumping off the bridge.
Revealing mistake: When Malone is shot in the alley, he turns around and a square bulgy thing protrudes underneath his shirt, obviously the blood squib.
Answer: Ness was coming to Malone's apartment to discuss the information with him there, Nitti and his men just got there first.
Captain Defenestrator