Wesley is shown acting as a lawyer roughly a week after the missile scare, but he was stabbed during the missile scare. He took several weeks before even trying to go back to work and then even longer to overcome the PTSD from the incident. Most likely he would have still been in the hospital at that time.
Wesley is shown acting as a lawyer for Corey in the documentary. While another user cites this as a Goof, it is not. The main events of this episode do NOT take place one week after Fallout (s02e06). The screen is clearly date stamped at 3 min 27 secs into the film. The date shown is "September 24, 2019" which is 3 months after the events of "Fallout".
Detective Harper still works undercover, including a huge case just last week, and has gone to great lengths in the past to protect her identity both for work and for the safety of her family. There is no way she would ever appear in a documentary about any aspect of the police, especially such a high-profile murder.