At the 1:13:20 mark, Vincent's pistol is clearly Empty. You can see the slide is in the locked back position. When he turns back around, it is loaded without changing magazines.
Around 07:16, when Joshua brings the coils to burn Donnie's toes, one can see that the coils are not heated up, but merely painted red.
The scenes where Joshua recognizes Nino's house and how Nino knew Joshua's name are never explained. Vincent at one point inquires, but this is never answered nor revisited.