The long shot of Dad & Daughter going into the US Embassy (which was NOT the US Embassy - the real one is smaller and fenced in) is most decidedly not them either; he moves very differently indeed. The one right before it may have been them on a greenscreen (you see her face, though blurred somewhat), and if so it was a pretty good shot with good motion matching.
Molly Quinn was in Paris for five days of filming, but Nathan wasn't. It was his stunt double. That was her and him running to the fake embassy in Paris.
I've no problem with the lack of Caskett in these episodes, because frankly, they weren't designed to be focused on Rick or Kate. This was all about Rick finally meeting his father through somewhat grandiose means of course. We've had plenty of Caskett so far this season and it's been handled pretty well for the most part, so I can excuse a couple of episodes where they're not a huge factor. We know they will be in coming episodes, so it's not a big deal for me. I was impressed with James Brolin's performance, and hopefully we will see him a bit more.
Apparently he agreed to do it at his wife's urging. She is a huge Castle fan.