When Espo tells Kate that Bobby S went to Yonkers he said he went via the George Washington Bridge. The GWB goes from NY to NJ, Yonkers is in NY.
However, while it's true that the George Washington Bridge connects New York and New Jersey, if your trip is from Staten Island to Yonkers you'd most likely take the Goethals Bridge from Staten Island to the New Jersey Turnpike, take that north to the GWB to I-87 North (the Deegan Expressway) to Yonkers. That would probably be quicker and easier than actually going all the way through Brooklyn, Queens, and then the Bronx, via the Verrazano to the BQE to the Triboro to the Deegan and then on to Yonkers.
However, while it's true that the George Washington Bridge connects New York and New Jersey, if your trip is from Staten Island to Yonkers you'd most likely take the Goethals Bridge from Staten Island to the New Jersey Turnpike, take that north to the GWB to I-87 North (the Deegan Expressway) to Yonkers. That would probably be quicker and easier than actually going all the way through Brooklyn, Queens, and then the Bronx, via the Verrazano to the BQE to the Triboro to the Deegan and then on to Yonkers.
When Kevin Ryan is told to shoot Siobhan, he realizes by removing the magazine that the pistol is empty. Trained police officers would be able to notice the difference in weight in an unloaded firearm and would know immediately.