- Why go through the whole trouble of making a cover story to get to Harvey? Why didn't Vincent or the police just ask Leo for information on Harvey in order to take him down? Heck, they could've even offered Leo a reduced sentence in exchange.
- I'm guessing that they did ask Leo in interrogation at some point, but he refused to give any information, perhaps just out of a dislike for cops. That would explain why Vincent had to trick Leo initially, but yeah it doesn't make a whole lot of sense after they learn Harvey is in "Mexico". Especially when they rob a gas station and then break so many international jurisdiction rules.
- They did ask Leo in the flashback and Vincent notes that there's no way Leo was going to talk which is why he decided to go undercover, despite his superior noting that Vincent should stay out of this.
It Could Have Been Avoided
- What reason was there to blow Vincent's cover right then and there? Couldn't they have taken Leo and Vincent in separate police cars and released Vincent once they were separated? Instead, the police just give Vincent his gun and give Leo a window to take him hostage because...drama?