I read that the show is filmed in Canada, but NYC police logos have been used on mugs, etc.  I'm not sure they'll ever clarify which city the show is supposed to be set in, but it is filmed in Toronto.  I think it's left vague on purpose.

I didn't think that, realistically, Helena could have survived the stab to the gut with rebar and resulting blood loss/infection. I really thought she died in the alley when Tomas picked her up.  I was surprised to see she had survived that.  So, maybe Helena has 9 lives.

I wondered the same  thing.  Maybe they were banking on the fact that if they dangled the right carrots, the girls would just sign on the dotted line and be quiet about the whole thing.  I think the women would just as soon the whole world not know about them either.

How about Jesus Murphy?! 

Couple of quick ideas:  I'm thinking Mrs.S was a scientist in the beginning, but, at some point, turned on the organization and took Sarah away on her own.