Plot hole: When being arrested after the car chase, Hunt and Grace are told to put on the handcuffs. They have their hands up, and neither is holding the cuffs. Then, fired upon, suddenly they are cuffed to each other. Even if explained as a sleight of hand out of shot, from a plot point of view it makes no sense for either of them to cuff themselves to the other at this point. Hunt is trying to save Grace, which makes it harder to do so, and Grace is trying to escape from him, not anchor herself.
Continuity mistake: During Paris and Gabriel's fight in the train, the dead guy behind has his eyes open all the time except for a brief shot where they are closed. A shot later they're open again.
Answer: Maybe they didn't have any guns at that point.