Earl's saxophone was standard yellow brass when in the club, but was red brass when on the subway.
Near the end when Max is watching Earl play, you can see Sophie and Han leaving. On the next shot, they are still sitting down. You only see them from behind but they are wearing the same clothes.
The drummer is clearly not hitting the drums during the performance. Also, he's air drumming over the floor tom while the snare drum is clearly heard in the song.
By his finger movements, or lack thereof, Earl is clearly not really playing. This is mainly because he's holding his saxophone up without a neck-strap, and it is virtually impossible to play an alto, tenor, or baritone saxophone without one.
Earl carried his saxophone into the club in a case, but the case was gone when they were all on the subway later.