hey roton,
regarding the usage of terms to refer to the research, there are many ways to do this. it can vary from "thesis" to "project" to "research" as in "two different approaches were used in this research". most supervisors are not really that critical about it since those terms are all, quite interchangeable.
bout the methodology thingy, although the limitation was discovered after the implementation of the methodology, it should be mentioned within the methodology chapter and not in the result part. each chapter has its own role and the content should be consistent with this.
still, some researchers have the tendency to revisit the limitation, earlier mentioned within the methodology to discuss the outliers or erroneous data that may have occurred in the result.
hope it helps.