When Frank is about to get hot with Karen's mom, his left hand is not tightly fastened with a handcuff, although he complained about it.
The officer on horseback who arrests Frank is RCMP - which is the "Federal" police force in Canada. He would have been arrested by the Toronto Police and then perhaps given to the RCMP as it was a border-crossing violation.
When Frank goes to drink his beer at 04:30 -there is already "blood" in the glass.
When Cusack is looking at Macy's big toe peeking through his sock, a couple of cameramen are visible in the mirror located in the bookcase.
While she is in the kitchen, having discovered that Steve brought Frank to Canada, a calendar is visible on the refrigerator behind Fiona. The 5th is marked with a "Rent Due" sticker. As is learned in following episodes, the Gallaghers live in a house owned by their Aunt Ginger, who is secretly deceased. They do not pay rent at this time.
When Tony suggests Frank applies for an energy passport at the US embassy in Toronto. The embassy is in Ottawa, in Toronto you have a consulate.