The mystery was underwhelming (an apartment building based off a horror game? That guy moving in as a "fellow 'gyaru game' fan"?? I don't think the gamer community is THAT tight-knit even in Japan...), but who cares? Rum having the BO operatives crash a car like that when police are still around is a big move.
As for why he's so wary of Wakasa... I think she might just be stronger than him. And she's also moving 100% independently. All the FBI agents' movements are restricted by not wanting to cause an international incident, but Wakasa doesn't have to worry about that and he's her target. So basically, nothing really stopping her from just dropping the act and doing everything in her power to kill him then and there.