Factual error: The Marine Colonel in Supergirl played by Eddie McClintock spends all of his time wearing Marine Officer's Dress Blue Bravos. Marine Dress Blues are ceremonial uniforms. On rare occasions, the Charlies or Deltas (no coat) may be worn as a work uniforms (the primary exception to this rareness being recruiters). The full uniform is certainly not worn for day to day work in the field.
Continuity mistake: While Kara and Alex are on the beach the sun on the floor changes between shots.
Answer: For one, it's usually cheaper to film in Vancouver because of the tax breaks. But all the CW Arrowverse shows (with the exception of "Black Lighting") are/were filmed in Vancouver. So it makes it easier and cheaper for sharing set designs, crossovers, etc ("Black Lightning" filmed in Vancouver during its crossover). Originally "Supergirl" wasn't part of the Arrowverse when it was on CBS, but it was too expensive to produce and wasn't reaching the wider audience the CW shows had. So CBS moved it to its sister company, The CW.
Bishop73