Continuity mistake: The stolen Dodge is a 1974 model. Peggy tells Kelly that she was conceived in it. However, the episode "Christmas" (Season 7, Episode 12) has a flashback to Christmas 1974, showing both Kelly and Bud. Kelly's height had been marked on a door since 1972.
Visible crew/equipment: In the scene where the Bundys are riding around the city in their loaner Lincoln Town Car, you can see an unlit Klieg light on top of one of the buildings revealing that one of their rare outdoor locations is actually on the back lot.
Answer: It was one of the hoses connected to the engine, nothing specific, but to indicate that Al tampered with the vehicle.