Just re-watched, picked up a couple things I don't think I've seen mentioned.
In the garage, Philip says to Stan "All these years we watched Americans, recruited Americans - and now we finally, actually got something - and it's the fucking Russians," Finally, actually? As if everything they'd done in the previous twenty plus years wasn't that serious and didn't really amount to much? That's one hundred percent manipulation on Philip's part.
On the other hand, when Paige comes out of the blue with "You have to take care of Henry!", I don't believe for a second that it's something calculated. It's Paige, she is not that good. Stan knows that, that's why he addresses her when he confronts the three of them in the garage. Her saying that has got to be what convinces Stan that Henry actually knows nothing.
Last, Philip and Elizabeth are crossing the Soviet border from Poland, not Finland, the Volvo notwithstanding. The sign on the booth says "Kontrola Pasportowa/Паспортный Контроль/Passport Control" in Polish, Russian and English.