Why did inspector B...

(spoiler ahead)

...side with Lau at the end, if Lau killed their boss Hon Sam? Everybody in the police force knew that Lau had killed Hon Sam and openly applauded him.

I think B was trying to keep themselves from being uncovered by Chen. But that theory only stands if Lau had already known that B was also a mole before the elevator stand-off scene. If Lau didn't know, then he would not be susceptible to cracking under interrogation and giving up B, and thus B would have nothing to worry about. And B would want Lau to be the one to take the fall anyways if he had loyalty to Hon Sam.

I honestly cannot tell if Lau had known about his co-mole. After that elevator shooting, Lau did not say anything in that entire scene while B was seemingly trying to tell a story of when he got started.