No, but Id not put even the craziest bug past the GTA series.
Once, I attempting to go on a date with her (Denise) with a one-star wanted level on a motorcycle, and right as she came out and greeted me I got busted. I appeared outside the precinct with no HUD, couldnt get to the menu, and never saw the hints display when something new happens to you (this was my first bust).
Lesson learned? Save, save, save, save, save.