Wally watches a major league baseball game in the hospital waiting room and again on the TV in Molly's room. There's snow everywhere; it's winter=no baseball.
The only way anybody could know that the killer ate the Blake painting was if there were surveillance footage. But then his face would be all over the news and he could not have simply gone back home to his life.
It makes no sense for Hannibal Lecter to actually fall for Will Graham's ploy (if it was meant to be one) by basically telling him in so many words he sicked the killer on Graham's family.
It makes no sense for Will Graham not to understand Lecter's warning and not to warn and protect his family.