Mundus pretty much had a lot of power to do what he wanted, and seeing that Dante and Vergil were labeled as terrorists he could have easily convinced the government to have more than one swat team there, or have an entire police force there. He has enough power in the real world to sway the president into his way of thinking, let alone have Swat teams break into a compound and murder all the terrorists in the building. Also since he is the demon king all the demons in higher positions in the government or police forces, etc, could have easily been at his whim to handle the situation better . He could have basically told them that he wanted all their priorities to be on this situation and didn't need to tell them why.
To demons asking why he could say that Dante is a threat to limbo and demonkind, etc, etc and needed to be taken out.
I don't know about that because Dante is dragged into limbo by lesser demons all the time. And in the cutscenes it is not clear why or how demons drag him into limbo.. Given that Dante is more vulnerable not in limbo Mundus could just have some corrupt police officer go out and shoot him in the face, and then cover it up seeing he had tons of influence in government.. Or hell just have a bunch of people kidnap him instead of constantly draggin him into limbo to "kill" him.
He could have had cops that were all demons be at the drop if he dragged them into limbo.
The problem with limbo is that it mainly serves as a plot device without little explanation why at times Dante is pulled in and out of limbo. It's pretty inconsistent and even though it sets up nice environmental effects and story implications, it feels like its a gaping plot hole.