The doorman calls and Catherine cannot hear what he says. Andrew could have kept quiet about the FBI agents coming up and allowed them to rescue him and Bridget as Siobhan. Instead, we see that he has told Catherine of their arrival and allows her to hold Bridget as Siobhan hostage during their visit.
Catherine, who was shown t be a mastermind in ripping off Andrew, types the suicide note without wearing gloves. Since the keyboard would be dusted for prints, this would cast suspicion on her. Additionally, the time a document was created would be stored in the computer, which would help place Catherine at the apartment near the time of death.
Machado's supervisor tells him his illegal search would make evidence inadmissible. Since Machado was suspended, he was neither an agent of government nor acting at the behest of an agent of government. As such, any evidence he found would be admissible.