Plot holes or things I don't get (Spoilers)

The performances were great. Kudrow and Cardellini, especially the latter, were excellent. It didn't stop me from enjoying the show, but a lot didn't make sense. Not sure if I missed something or if these are genuinely ill-thought out points. I'll list them from most glaring at number 1:

1. If Emily really had killed Jacob, why would they have not told the cops the truth? He was wearing a ski mask with stolen jewelry in a bag and it could have been proven where it came from. In this case, the cops would believe the story that she shot him in self defense because she thought he was a robber because of how he was dressed. Emily had no motive. The cops would have believed them. But in one scene, they say "we'd all go to jail if we called the cops." Why? If they called the cops, mayyybeee Emily would have, but why the parents? And even Emily wouldn't have.
2. The brother character (don't even remember name) is a criminal addict and then all the sudden a sweet guy after Lydia tries to kill him? I know they are suggesting the drugs make him act out but the severity of the personality change is crazy and seems like it was written in to move the plot along, not because it was realistic for the character.
3. Characters just magically being in the right place at the right time (Mrs. Bojangles being at the cocaine dog shop, the doctor delivering the baby when they both bid on the same house). Stuff like this bothers me because it takes me out of the show cause it's so darn unrealistic. I get this is a dark comedy and it's stretching what's possible but it feels lazy to an extent.
4. Jacob was killed from a shot to the back, did Emily even shoot him? If they both shot him but Emily's bullet was non-fatal, wouldn't this have raised questions in the autopsy/investigation? I guess cops are sometimes inept so this one is maybe possible. But why did the family not notice where he was shot?
5. This isn't a plot hole but a gripe with some of the writing: I don't like it when dialogue is used as exposition for the audience to the detriment of it being realistic dialogue. For example Lydia saying "I know, when you were 8" which didn't flow with the conversation but was meant to tell the audience that. Or when Luke Wilson's character says "you know I was working so much at the time, on my show (whatever it's called". That doesn't strike me as realistic dialogue, the person would have known the show. That was included to remind us, the audience, the name of the show. An alternative would have been having him say just "you know I was working so much at the time" and then panning to a poster of him in the show or something.

I really really liked the show so I don't want it to come across as me hating cause I'm not. Just curious what anyone thinks of my points? Liz Feldman, wanna do an AMA? :D