Piano Man arrives in Boston and walks towards the beach and then walks back to the railway station. Boston lies several miles inland and therefore has no beach.
Bill leaves the White Hart hotel to drive back to the police station. He heads North through the market place. The police station is in the opposite direction. Additionally, the police station is within less than 5 minutes walking distance from the Hotel.
When it fades into the dead guy on the ground, you can see the guy blink as it fades in.