Holmes is allowed to interrogate Gary Sullivan? I guess he is, because he's in the interrogation chamber asking questions. Gary says they had an argument over who staged the moon landing, since they both accepted that it was fake. I'm pretty sure the standard answer here is Stanley Kubrick. Duh. And then it turns out that he wasn't allowed to be in there, since Gregson barges in and hustles him out. Gregson wants him out of the building and gives him the standard "Thank you for your assistance" boilerplate when Holmes tries to tell him about his theories. Holmes decides that he doesn't need the NYPD's assistance anyway. But this is the end of the Zapruder angle.
Now Holmes and Watson are in a car. It's important that I set the scene for you. They're not driving anywhere; they're just sitting at the side of the road, staking out Zapruder's place. Holmes is making them listen to static on the radio which he claims to find relaxing. Anyway, the idea is that someone will come back to retrieve the bug. Holmes points out a cable van, which he can tell is fake. Watson suggests that he apologize to Gregson and get back in the NYPD's good graces, but Holmes knows that Gregson will be able to tell he's lying. He also points out that keeping him from working on murders is not in the public's interest. Then the cable guy comes out so they can follow him to his secret headquarters.
The cable guy's headquarters turns out to be a white room, which he gets into after typing on a security keypad. Holmes walks up to the pad, eyeballs it and holds up the bug to the camera that's next to it. The door opens and they're in.
"Howdy!" says a friendly guy. He says they do market research there. The offices are all empty, but he claims it's been slow. He's very genial but also clearly lying. He asks, "So. Who are you guys, anyway?" Holmes answers, "My name is Sherlock Holmes. I am a temporarily suspended consultant for the NYPD. This is Joan Watson. She keeps me from doing heroin. And you would be?" "Bill." I loved everything about that exchange. Bill reveals nothing, but Holmes pushes forward with his list of the Red Team and their specialties. He suggests that the CIA (or the Army or the NSA, or whatever this group is) is killing the members of the 2009 Red Team. Bill asks why the army wouldn't just kill people back in 2009 if they wanted them dead. It's a fair question. Presumably the army's pretty good at killing people. Then he gives back the bug, claiming that he's never seen it before. As they leave Holmes tells Watson that he was watching Bill grind his teeth at certain times, so he got confirmation of specific Red Team members.