When White pulls up to them on the freeway to shoot Dennis, the passenger side window is down, but during the shot where he pulls abreast of them to open fire, he rolls the passenger window down.
When White pulls abreast of Alex and Dennis to shoot, he rolls down the window and you hear the sound of a pump shotgun being cycled. White is holding an over/under shotgun which does not make any such sound.
When Alex says "Get off here!" at the exit for the Bryn Meyer Suburbs, they are definitely on a major multiple lane highway, but when Dennis takes the exit, it shows them on a side road.
All of the dock scenes are clearly shot in Camden. Kearney is shown driving across the Ben Franklin bridge to get there, and the Philadelphia skyline is repeatedly shown from across the Delaware River. The Philly police would not have any jurisdiction in the state of New Jersey.