The voice on the public address system at the airport is speaking Mandarin Chinese. In Hong Kong Cantonese Chinese is spoken officially. The rest of the Chinese dialog in the episode is correctly in Cantonese.
The Bentley that Nikita gets into in Hong Kong is left hand drive. Cars in Hong Kong are right hand drive.
The setup shot of Hong Kong is at least ten years old as evidenced by missing landmark buildings constructed during the 2000s, most notably Two IFC. By contrast, the skyline view from the container yard is current (although the location of the yard is off), as is the shot in the news broadcast.
The 747 on approach over the city is going to the old Hong Kong airport (Kai Tak), which closed in 1998. The new airport (Chep Lap Kok) has no such approaches.
When Nikita shoots the display at the club's office, the sound effect is of a regular gun. However, the gun seen on screen has a silencer attached.