Henry is ordered to attend psychiatric treatment at Bellvue by the police supervisor. As the medical examiner, he is independent from the police and would not be subject to any such order.
Henry is arrested for indecent exposure twice. The second time he was wearing boxer underwear, which are no different than shorts men wear in public, so he was not in violation of the law.
When Henry is committed to Charing Cross in the flashback, the subtitle is misspelled Charring Cross.
In the final scene when Henry is on the phone with his stalker, during the close-ups the camera's lights (specifically the red light which shows the camera's recording) are visible reflected off the phone's handset he's holding.
Lewis asks Henry if he has anyone "closer to your own age" than Abe to confide in, even though Henry hasn't said anything to indicate how old Abe is, yet Henry doesn't notice the slip-up.
When Henry is going to dive and look for the gun, he is wearing tinted goggles at night, which would make it impossible to see anything in the water.