Plot hole: During Dream's imprisonment, Roderick Burgess eventually dies right in front of him. That means that at that moment, Death is there to take him away. Why doesn't Death - by far the most responsible and the most sympathetic of his family - see Dream, and let him out? It's completely against the order of all things that he is locked up there, so it's not as if Death can't interfere.
Audio problem: When Ilonka is speaking with her father about going to Brightcliff Hospice, in a shot where the camera is behind her, she says "Lots of foster kids. I mean, kids on their own" and the line appears to sync with her mouth perfectly. But immediately after finishing that line, she starts saying "It's a place for teenagers to transition on their own terms", and her mouth doesn't appear to sync up with the audio at all. (00:12:50)
The Gloaming - S1-E6
Continuity mistake: When we first see the guy in the tunnel, he runs to the left in the first shot. The next time we see him, he runs to the right.
Factual error: The British Army soldiers are not wearing British Army uniforms or carrying British Army weapons and some of them have beards, which are not permitted to British Army soldiers.