Where Mulder and Scully are walking away from his house holding hands, you can clearly see a mike strapped to Mulder's chest through his jumper. The mike pack can be seen attached to his back pocket as well.
When Shiraz is driving to the art gallery, he stops at a traffic light. There are two girls in cowboy hats walking from left to right in the crosswalk. Above their heads you can plainly see a snow capped mountain (possibly Mt. Baker?), something that is very absent from the topography of SW Texas where this episode is supposed to take place.
At the beginning, Shiraz is using his left hand to hold and eat a sandwich. As a devout Muslim, this would be a detestable act for him, due to the stigma which Islam places on the left hand.
When the terrorists meet up, they greet each other in casual Farsi, denoting they are Iranians. Shiraz is a city in mid-Iran. Later on in his visions Mulder hears Shiraz telling him the cue in Arabic. Iranians don't speak Arabic.
Mulder cites as an example of "failed prophecies in the Bible" that God told Adam if he ate of the forbidden fruit, he'd die - and yet he lived 930 years. "Top that," he challenges. This was not a
"failed prophecy"; According to the Bible, had Adam not eaten of the forbidden fruit he would have lived forever in the Garden of Eden, but since he and Eve ate of it they brought death into the world, so that he did eventually die - regardless of how many years he lived before it happened. It's not as if God predicted Adam would die right away and instead he lived 930 years, as Mulder implies.
Mulder makes the common mistake of referring to the Bible's final book as Revelations plural, rather than the correct Revelation singular.