In the opening sequence, when Mannix asks the cab driver to lose the car that's following them the rear projection shows that the cab is in fairly heavy traffic. But the next shot from outside the cab shows only one or two cars around it.
Peggy's coat was evidence in a crime investigation so the police would not have let Mannix take it home with him.
When Mannix is anguished about the bullet hole in Peggy's coat, he should have realized there was no blood on the coat, which would indicate she wasn't wearing it at the time. Not a goof: the coat washed up on the shore. If the blood had still been wet when it went into the water, all traces would have washed away.
When Lincoln walks out of the bathroom of the hidden bedroom and Peggy is looking at him, the shadow of a boom mic is on the wall over her left shoulder.