The sabots (plastic jackets) are found intact near the target. Sabots are designed to discard just after they (and the bullet) leave the barrel. The spin from rifling cause the sabot to break apart and separate from the bullet. The pieces of the sabot would lead the CSI's to the shooter's location.
Wolfe finds an expended .223 shell casing in the trash and notes that it doesn't have striations. Striations are the marks left on a bullet as it travels down a rifled barrel. They have nothing to do with the leftover shell casing.
The bullets zinging by the victim deep underwater is total Hollywood fiction. Mythbusters "Bullet Proof Water" aired Jul/13/2005 tested several weapons all the way up to a 50 caliber rifle and concluded that as little as 3 feet under the water would probably be enough to protect you. The more powerful rounds actually shattered when they hit the water.
Callie says that an infrared light will cause the ink to fluoresce. In fact it takes ultraviolet light to cause fluorescence. She goes on to use an ultraviolet lamp.
The 'zip gun' rifle has no grooves to spin and stabilize the bullet. This, along with the pipe 'barrel' being 2 to 3 times the size of the .223 bullet would make it impossible to hit the broad side of a barn (or CSI building) from the distance shown.
The scope view from the sniper rifle does not have cross hairs. Without cross hairs it is impossible to actually aim the rifle at a target. No rifle scope would have the sight picture shown.
It would be very difficult to aim a sniper rifle from a moving train.