NSA Agent Dawson has a black earpiece in her left ear, but only
during the interview with Mizrah.
At 6:03 it is said that he purchased AR15 rounds. This is incorrect you purchase rounds for a AR15 or you say he purchased a certain caliber. Most of the time a AR15 fires .223 remington or 5.56mm (these are almost the same but not entirely). But these types of ammo are not specific for an AR15.
On several occasions Agent Ryder refers to the ammunition in question as "AR-15 rounds", a mistake that anyone with knowledge of firearms would not make. AR-15 is a type of gun, not a cartridge type, the ammo in question is 5.56x45mm or .223 caliber. This type of ammo is used for a number of different guns besides an AR-15, including hunting rifles as it is popular for varmints and deer.
Scola and Emily are interrogating Chambers for the 5.56mm rounds for AR-15's which are civilian semi-automatic rifles, but the rifles used in the actual bank robbery were full automatic. very few AR-15's have the round hand-guards as depicted, but the M4 and the M16A2 are quite common.
Bullets are shown making sparks when hitting cardboard boxes, something that is of course impossible. In fact bullets are always shown making sparks when hitting objects, a common Hollywood mistake. Almost all bullets have a copper jacket and a lead core, both of which rarely make sparks, even when hitting metal. The only type of bullets that would make visible sparks are armor piercing bullets made from steel.