The restaurant area that Carrie walks through to evade her followers (at about time mark 20:32) is the Eastern Food Bazaar, located in Cape Town, South Africa. It runs the full length of the block between Longmarket St. and Darling St., just east of Parliament St. It's a string of about 10 counters serving Indian and Chinese food, and is a popular spot with the locals and tourists.
When Saul's character is talking to the Pakistan ambassador while waiting for Carrie to return from a job, his dialog is from the Little Feat song, Dixie Chicken: "It was one night in the lobby of the Commodore Hotel".
The music Carrie listens to when jogging around the US embassy is soft Jazz which resembles the Homeland theme music.