Episode title anagram can be made into "The Missing Girl".
The bank robber that was shot is named 'Casey Robek' and is apparently former Black Ops. In the movie, 'Under Siege', actor Steven Seagal' character was a former Navy SEAL named Casey Ryback.
When left alone in the car at the Queens mini mall, Jane browses the jewelry robbers' case file. The sheet behind Omar's photo is actually a partial copy of a German vehicle registration belonging to a motorcycle.