Continuity mistake: At the end of the previous episode, an unknown someone can be seen circling Dylan's face on a picture of her and Katherine in the newspaper reporting on the Founder's Ball. In this episode, we see the cop who pulled Dylan over get back in his truck where a copy of the newspaper sits on the passenger seat. This time, both Dylan and Katherine are circled.

Desperate Housewives (2004)
1 continuity mistake in Hello, Little Girl - chronological order
Plot hole: When Zach Young's grandfather died, Zach was said to be the sole heir of the fortune. However, Noah Taylor (the grandfather) had a daughter that appeared several times while Mike Delfino was looking for Deirdre. Where was Kendra Taylor while Zachary Young was spending Noah's fortune on dresses for Gabrielle Solis? Why didn't she claim her share? She simply disappeared.
Carlos: You know who you are, Gaby? You're the kind of person who would have turned away Mary and Joseph from the inn.
Gabrielle: Well, they should have called ahead.
Trivia: Teri Hatcher (Susan), Felicity Huffman (Lynette) and Eva Longoria (Gabrielle) are the only cast members to appear in every single episode of the series.
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Answer: He was investigating the lead not the case.