Plot hole: Throughout the entire show, the chief, Juliet, and Lassiter constantly tell Gus and Shawn to stay out of their way and off their case. The chief even reminds them several times that they can't work on a case unless she's assigned it to them, ignoring the fact that Shawn and Gus are private detectives and do not need police permission to investigate a case.
Suggested correction: But they're only involved in police cases by invitation. People can't just take it on themselves to wade into crime scenes, private detectives or not. Warnings like that might not strictly be a command they "have" to obey, but it's in their best interest to take it on board and not annoy the department too much.
Yes, but the detectives do not know whether they have been privately hired or not. If they had been hired, they have every right to be involved.
Ferry Tale - S5-E7
Plot hole: The cops storm the ferry and recapture the 4 prisoners, only to quickly discover that two convicts swapped places with passengers and escaped on a medical boat. This boat powers off and we're later told "by the time we caught up with the boat they'd made their escape", but there's just no way that's possible. They had barely a minute's head start, in wide open water, with multiple high speed police boats in range/sight of them the whole time.
The Amazing Psych-Man & Tap Man, Issue No. 2 - S6-E4
Plot hole: The flashback involves Young Shawn and Gus getting ready to go to a comic book convention, Shawn in costume, with his father's consent. This contradicts the flashback in "Shawn Vs The Red Phantom," where Henry won't allow Young Shawn to even read comic books or play superhero with a towel around his neck.