Harley really doesn't know where Joker's dirty bomb is. Because he put in the last place she would ever look: Her hammer.
Harley gets knocked off balance fairly easily in her first confrontation with Batman right after retrieving the hammer, with the bomb changing the weight and balance she's used to.
In further hindsight, it makes perfect sense why Killer Frost and King Shark would get along so well: Both are superpowered individuals, their appearance match their said abilities, and they both can be vicious fighters that have zero qualms about killing. Birds of a Feather, right?
AOA gives subtle Futureshadowing to Arkham Asylum and Batman's paranoia at the beginning: Harley Quinn pulled a similar stunt to Joker's by robbing the doll shop.
AOA also gives similar Futureshadowing to Arkham City: Joker knows the best way to hide a secret from the World's Greatest Detective because he did it before by hiding the dirty bomb in Harley's hammer which Batman never checked.
Why does Waller choose Killer Frost to execute The Riddler and not one of the other? Deadshot and Black Spider might've taken the chance to betray Waller by asking the Riddler a few questions. King Shark lacks any form of being subtle and would've given himself and the team away in less than five seconds. For Harley, Waller probably guessed that she would've gone to free Joker first (she was partially right on that). And Boomerang's weapons aren't exactly great tools used for killing or knocking out someone quickly enough, which was best shown when knocking out a security guard. Now, Killer Frost has no problems with killing and she's desperate to get the explosive collar off of her. There's also the fact that her ice powers grant her ability to kill Riddler very easily (i.e. kiss him and freeze his head, letting gravity do the rest), plus she has some level of stealth. Too bad, the Riddler managed to talk his way out. Still a brilliant plan on Waller's part.
Batman struck me as oddly confident about exposing Waller, even for being Batman. Then it hit me. Deadshot and crew were sent to acquire a hidden jump drive contain info on the Suicide Squad, one that wasn't where Waller told them it would be and was the tip off the mission was for ulterior reasons. But it wasn't, the mission was just a two-for-one deal. Info recovery and silencing the fool. That cane was designed to be hiding something. Waller fully expected there to be a flash drive. But someone else has it already. Riddler's original interrogator. Batman!
In a blink-and-you'll-miss-it moment, when Deadshot is talking to Waller right before the Suicide Squad get their shock collars deactivated, we get a brief shot of the screen that Waller uses to keep track of them: there's five red dots in one room, and one red dot somewhere further off, which is an early giveaway that Black Spider is really Batman in disguise
During the montage showcasing each member of the Suicide Squad three are shown in prison (Deadshot, Captain Boomerang and Harley Quinn) and four were shown being arrested (Killer Frost, KG Beast, Black Spider and King Shark) of the seven of them KG Beast gets his head blown off almost immediately, King Shark and Black Spider are killed when Waller finds out they're trying to disable the bombs, Killer Frost is thrown into a cliff side in a car by Bane (granted her fate is ambiguous), Captain Boomerang, Deadshot and Harley Quinn all make it to the end of the movie unambiguously alive. It's like they used being freshly captured as a Red Shirt.
Joker put the dirty bomb in Harley's prized mallet. Does that mean, he was willing to kill her at one point if it meant getting a laugh? No answer needed.
How is that "fridge"? He's the freaking Joker!
Seriously. Joker would kill himself if he found it funny and throughout the movie, he nearly kills himself on numerous occasions; insulting Harley enough to make her shoot at him, pointing a gun at his own face, he brought the bomb with him during the escape, pretty much guaranteeing he'd be inside the blast radius, and laughing his ass off when he was trapped in a falling helicopter.
At the beginning, Waller said, "Assemble Task Force X. We have another suicide mission". Does that mean she has used other villains and/or vigilantes to do her dirty work or face death if they should choose not to?
As they wake up in the prison, both Captain Boomerang and Deadshot hint at having worked on a Suicide Squad before.
How did Waller manage to find and kidnap all the Suicide Squad members?
We actually see how, and it's not that scary. All of the Suicide Squad members we see are shown either already in prison or rehabilitation, or having just been arrested. Waller's program is legal if secret, so she could just contact the wardens or social workers or what have you and fill out paper work to take full custody of the prisoners.