When Holmes breaks the glass to get back inside the train, the broken glass is different between shots from inside and outside of the train.
Early in the movie the discovery of the Star of Rhodesia is shown. The diamond picked out of the mud looks perfectly clear, with sharp edges. However, raw diamonds have rough round edges and appear quite ordinary, with only a hint of regular crystal form.
About 10 minutes in the, obviously model, train travels at breakneck speed around a sharp bend in the double track but is travelling on the right hand track. Trains in Great Britain on double track travel on the left hand track, except in emergencies. The train is thus travelling on the wrong track which, when genuine, is known as travelling "wrong line".
The police would not arrest a suspect and escort him from a train with a coat over his head.
About 40 minutes in, people in a compartment are told that they will have to stay on the train until it reaches Edinburgh. A London to Edinburgh train would leave from Kings Cross Station and travel via the East Coast Main Line, operated then by the London and North Eastern Railway (LNER). At the start, the train is shown as one of the London Midland and Scottish Railway (as evidenced by the "LMS" abbreviation on the carriages). LMS expresses left from Euston Station and traveled via the West Coast Main Line to Glasgow, not Edinburgh.
About 50 minutes in, the train stops at a station, obviously hauled by a foreign engine, rather than a British one, and leaves the same way. This engine error is seen several times throughout the film.
Renee Godfrey (playing Vivian Vedder) seems to struggle with her British accent as an American actress.
The exterior shots of the train show different trains, including a model and a continental locomotive. At various times running wrong track on double track lines (UK runs on the left); numbers of carriages increase and decrease; carriage livery incorrect for LMS in 1946 (or earlier), should be LMS single colour "crimson lake"; one carriage seems to be all white (and disappears later); an overhead shot of clerestory roofed trains running wrong track, whilst all the other views are arc roofed, whether model or interior shots.
When the villain leaves the unconscious Inspector Lestrade in the railway carriage, the curtains over the door are not closed all the way across, but when Holmes and Watson return to the carriage, the curtains are completely closed.
Lestrade's passenger list gives the forename of Lady Carstairs' son as Roland; however some time later in the guard's van, Holmes refers to him as Ronald.