When Portia is trying to convince Sam and Dean of James's innocence, a crew member's shadow pops into, and quickly back out of, shot (right before; "I saw his thoughts"). The move is too pronounced for it to be explained away as one of the characters, who are quite still during the scene.
after James pulls out of the astral projection and flicks Dean and Sam against the walls the microphone line is visible on Sam.
This episode is set in "East St. Louis" and not St. Louis according to the opening descriptor. East St. Louis is located in the State of Illinois while St. Louis is located in the State of Missouri. The states are separated by a major river.
While the boys are supposed to meet their witch cop friend in his precinct in East St. Louis, the station has a few references to the State of Missouri instead of the State of Illinois. For example, the Missouri state flag is on the outside of the station, not the Illinois flag.
In the teaser it is shown that Portia sleeps in James' bed. If James was really murdering people in the middle of the night, like in his dreams, logically Portia would notice him leaving.