Torres gets shot in the upper arm. The 'tourniquet' that Grace applies (with a piece of rag) round his armpit and the top of his shoulder would achieve nothing. Pressure should be applied directly over the wound.
When Grace injects Vega with a sedative, he immediately falls unconscious. Even when you inject directly into a vein, it takes a few seconds.
The cage that Grace and Torres are held in is mainly chicken wire. It should have been fairly easy to break it away from the frame. (Torres has already broken a bit loose to try to pick the padlock.) Moreover, there is a flimsy-looking serving hatch that they could easily have broken open and climbed through.
After Nicole arrives to Dr. Grace's office, McGee and Parker ask her to access the offices security camera video files to see if they can ID the assailants. She does so, and finds the exact file depicting the exact time the bad guys entered the office in about 5 seconds. Without knowing the time of the assault, it would be extremely unlikely she would find the exact file so quickly.
The soldiers dig up and steal Afghan gold treasure that has been buried for 1000s of years, but is now missing (the whole point of the case). However, the NCIS team had a gallery of photos of the treasure.