Factual error: The film strongly implies that John Dudley, the Duke of Northumberland, keeps his head (literally) by converting to Catholicism. In fact, he was executed well before Lady Jane Grey was.
Factual error: In the San Carlos Mission are visible Matarraton trees (Gliricidia sepium). They only grows in the tropics of America (Colombia, Venezuela, Panama), not in Paraguay or its borders with Argentina and Brazil.