Some airports have a special area for flights to the US only, and the 2nd check is conducted at the entrance to that area. Others don't have such an area, and do security at the boarding gate or in the jetway. In any case, there is a second security check somewhere for flights to the US.

Regarding the bottled water mentioned by the OP, yes it is a problem. When there is a secure section of the terminal for US flights, you can pass security with an empty bottle and fill it up afterwards at a water fountain. But when security is in the jetway, you are out of luck.