The jailer says to Reid, "You don't get a phone call. That always surprises Americans when they get in trouble here [in Mexico]". Actually, in America, people who are arrested are also not entitled to a phone call, which must surprise a lot of people when they are arrested in real life.
When Prentiss is doing the cognitive interview with Reid, when it comes to the knife, she tells him, "You were trying to stop the killer". The interviewer must always ask only open ended questions to allow the interviewee to answer as freely as possible. Filling in or presuming something would make the information gleaned worthless.