As shown in future seasons, Gibbs could have stopped Ducky from leaving the base by calling the traffic gates after missing Ducky at the elevator.
Kate is dressed as Trinity when McGee imagines seeing her. The heels on her boots change height when her stunt-double does the aerobatic moves prior to Kate landing on the desk.
When Kate is talking to Ducky on the autopsy table she raises her eyebrows and the hole in her forehead moves up and down. If this were possible the skin would move but the bone under the hole would not. As the hole in the skin moved the hole in her skull would become unaligned and white bone would be visible. Granted Ducky is only imagining the conversation, but as Ducky is a medical doctor his imagination would likely be physiologically accurate.