Continuity mistake: In the bar scene, Stan has a long stray hair on his left eyebrow. The backdrop is the window and it's easily visible. A few moments later the stray hair is gone.
Continuity mistake: When Alonzo shoots his partner in the vest twice, he injures him on his right side. In the next screen, he is on a stretcher holding his left side.
Answer: Alonzo is asking the three wise men for a search warrant for Roger's home, effectively giving him the go ahead to confiscate the money he is hiding there. The wise men are indeed corrupt, the search warrant is completely illegal.
BaconIsMyBFF