It's said that NCIS is a guest in the city. NCIS is a federal law enforcement agency just like the FBI, ATF, etc and supersedes any state or local laws and jurisdiction.
The man attacking Pride was several inches taller than him. Height does not change due to a fire, so Loretta would have known within minutes the corpse was not Pride.
In the shootout, Pride has a clean shot to put down Stone, and instead goes over to the male that was shot. Law enforcement officers are trained to shoot to stop a threat, which Pride failed to do. By failing to stop the threat, all Pride did was increase the exposure of himself and everyone else to the gunman.