These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Creator's Pet: Ray Kowalski, who is praised by Welsh and Fraser for his wonderful service record in the Chicago PD, and is told by Fraser that he would be "proud to be his friend" not long after he and Fraser met. The actor was even hand-picked by Paul Gross to be Kowalski because he was Paul Gross's friend in Canada! And during Season 3, Ray Vecchio, by contrast, was believed to be corrupt and a murderer, probably to make Kowalski look even better.
In fan fiction, Kowalski is frequently a Marty Stu. Fanfiction writers tend to make Fraser and Ray Vecchio not perfect and dwell on their faults.
That is correct: an unloaded gun would still be seen as illegal under Chicago law. However, as a RCMP Officer, he would be permitted to carry a loaded firearm in the States. Fraser should have been well aware of this considering his familiarity with all the laws.