When Saul arrives in the desert with his Esteem at the dried up well, the shadow in the first shot of Saul and the car differs from the second shot. In the first shot, the shadow is cast on the passenger side of the car, but in the second shot, the shadow is cast on the driver side, and it is much larger.
The money bags change color.
When the man about to shoot Jimmy is hit by a rifle bullet, the sound of the bullet zipping through the air arrives before the bullet. Rifle bullets travel much faster than sound; the first sound would be the impact of the bullet hitting his body.
During the long trek through the desert Jimmy's slip-on loafers would have rubbed his feet raw.
Mike is an experienced special forces operator, but he suggests that Saul save his urine to drink. Given that urine is excreted wastes and very salty, no one would suggest drinking in a desert environment, especially not someone who is knowledgeable. Mike is even shown to put up a condensation trap. He would just pour the urine in there and distill water from it that way.
At the beginning of the episode, a light blue Lamborghini Gallardo LP-560 can be seen as the twins walk through the shop.
The fifth season takes place in 2004, but this particular car was released only in 2008.
Lalo told Saul to drive to Las Cruces then take I-10 west past Deming. These instructions are ridiculous as a well known shortcut to avoid Las Cruces is taking Hwy 26 at Hatch which will lead straight to Deming and I-10. Considering the rest of his instructions are so detailed that they need to be written down, there is no reason to oversimplify the route by going out of the way to Las Cruces.
When Saul proposes to leave the money and return later by leaving it at a tree Mike says its impossible as all the trees look alike. However, the idea was not so improbable as Mike had used a tracker in the gas tank cover of Saul's car in order to track where he would have been in the desert. Mike recovered the cover before they went on the trek through the desert so he would have been able to leave tracker with the money bags and locate them later.
Anyone who has ever lived in a desert climate knows to carry emergency water rations when leaving the city.