That's a very good point. If I recall correctly Billy's Uncle Jackie was shot but I didn't catch who the killer actually was. Or at least that was Dignam was taunting Costigan with. If Uncle Jackie was a Costello and a cousin of Frank's then that would make sense. I just remember when Dignam mentioned that Billy had been pretending to be a Costigan from Southie and Billy was killed so I suppose that is one of those unanswered questions.