Since the emergence of COVID-19, deep learning models have been developed to identify COVID-19 from chest X-rays. With little to no direct access to hospital data, the AI community relies heavily on public data comprising numerous data sources. Model performance results have been exceptional when training and testing on open-source data, surpassing the reported capabilities of AI in pneumonia-detection prior to the COVID-19 outbreak. In this study impactful models are trained on a widely used open-source data and tested on an external test set and a hospital dataset, for the task of classifying chest X-rays into one of three classes: COVID-19, non-COVID pneumonia and no-pneumonia. Classification performance of the models investigated is evaluated through ROC curves, confusion matrices and standard classification metrics. Explainability modules are implemented to explore the image features most important to classification. Data analysis and model evalutions show that the popular open-source dataset COVIDx is not representative of the real clinical problem and that results from testing on this are inflated. Dependence on open-source data can leave models vulnerable to bias and confounding variables, requiring careful analysis to develop clinically useful/viable AI tools for COVID-19 detection in chest X-rays.