Other mistake: J'onn J'onzz starts a private Investigation company. He is shown looking at the new PI license he just placed on the wall. But the certificate says it is a renewal. (00:05:30)
Other mistake: Supergirl walks into the gallery returning the painting, says "di nada", then takes off straight upwards...presumably blasting her way through the ceiling.
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