So that was the dumbest development so far, right? Bridget is hiding out from the guy she was supposed to testify against and the FBI which is trying to track her down. The FBI guy already has reason to believe Bridget was in NY at some point and that "Siobhan" had contact with her. But any sane person would assume the FBI isn't passing this information along to the guy she was supposed to testify against.
So it looks like Gemma is dead and Bridget knows the location of these bloody rags. Bridget decides to implicate herself in the disappearance of Gemma, thus tying "Bridget" and "Siobhan" and NYC together even more. Can anybody suggest a reason this was a good idea on any level?