The audio recorder that Jane uses to trick the psychic is a digital recorder. It wouldn't have the sound of a tape rewinding on it.
During the machine gun battle, the squibs on the car and house went off but there were never any bullet holes. A bullet would have penetrated the surfaces. Even if they bounced off there would be dents, but these surfaces stayed pristine.
Beth says "Even Saint Peter denied who he was three times." But Peter's denial wasn't about who he was. He was afraid of being punished so he denied that he knew Jesus. (Luke 22:54-62) However, she could have meant that Saint Peter denied who he was (an Apostle and follower of Jesus Christ).