About 1/2 way through the episode, Calleigh discovers the rounds used earlier were made in 1969, from a former Soviet Bloc country, and used black powder. She claims that it is illegal to sell old ammunition from those countries. In truth, no modern firearm ammunition (post 1900) would ever have been made with black powder, because it will not cycle modern semi-automatic guns reliably, as well as being so dirty that it would foul up any semi-auto very quickly, rendering it useless.
An agent of the ATF plays a significant role in this episode. At one point, we even see his ATF credentials. However, the ATF changed their name to the BATFE (Bureau of Alcohol, Tobacco, Firearms and Explosives) after 9/11. Any identification an agent carried would reflect this.
After the munitions dealer was shot, Calleigh tells Tripp that the bullet used was a "fused alloy" which will separate into multiple pieces when it penetrates a "heat source", but will retain cohesion when passing through something "cold", such as body armor. However, this fails to take into account the heat from the gunpowder as it expands, as well as friction heat from entering anything cold, such as armor or a car door, any of which are many times more hot than a human body.
It is hard to imagine that a dealer in munitions would use 40 year old corroded ammunition in his automatic Glock pistol, when he has a warehouse full of dependable, newly manufactured ammunition to choose from.