The second set of cops break Danny's taillight and he goes home and gets in a fight with a guy. He then has a bandage on his forehead. After meeting Jimmy, he is driving home with the same bandage on his forehead and his vehicle's taillight isn't damaged.
^ Danny calls Jimmy in the middle of the night after being attacked and bandaged, asking for documents. Jimmy tells him they will meet at 1:00 p.m., so it's no stretch that Danny simply had the taillight repaired in the morning--or even after meeting with Jimmy! Duh.
At 8:12 when Danny shoots the guard, the squib can be seen blinking and exploding under his shirt.
Several scenes taking place in the US are obviously filmed in Europe, judging from the cars in the background and road signs.