Yeah, back when Horatio asked Ryan to help sniff out the mole, Ryan did it, but wasn't happy about having to deceive his co-workers (especially Alexx). So, I think the look at the end was more of that type of thing. He hates having to deceive them by keeping the secret that H isn't really dead. The look on Ryan's face was meant to be a red herring type of deal. Maybe Julia is helping Horatio. Maybe they knew Ron was going to get someone to shoot Horatio with the F.A.R's so, Julia used a regular gun in order to protect Horatio. He could have worn a bullet-proof vest and that wouldn't helped with the regular style of bullet. Julia told Kyle to stay inside and lock the doors, remember? Maybe she was saying that cause she believed Horatio about Ron and didn't want Kyle letting him in. Maybe she had the locks changed so Ron wouldn't have the key.