During interrogation, Ressler and Navabi ignore the suspect's request for a lawyer. Anything he said after that point would be inadmissible. Miranda v. Arizona is something taught to every F.B.I. agent. However, this is consistent with such rules being routinely ignored when interrogating suspects at the Post Office because the entire site does not officially exist and neither do interrogations conducted in it.
As the three masked assassins leave the house before the opening title screen plays, they leave the front door open and run towards the street. A few seconds later when the house explodes, the same three are shown at the roadside, and the front door of the house is closed.
It makes no sense for the murderers to explain their whole scam to the heir like comical Scoobydo villains.
The officer testifies Reddigton's gun was a bulge at his waistline, and it is revealed it was in a holster in the small of his back. A gun carried in that manner would not create a bulge under a suit jacket. The only time it would be visible would be if the person bent forward, which Reddington did not do.