Corrected entry: Before Raven helps Nightcrawler to escape her hair is loose, then tied up.
Corrected entry: While Raven is helping Nightcrawler to escape from the cage she changes her clothes with no reason.
Correction: She did have a reason. She showed up to the fight appearing in something very provocative so as to get in, and get the guard's attention so she can knock him out and cut the power. Once that was done, she "changed" into something less conspicuous to make a good on her escape. Keep in mind, Raven/Mystique is hardly ever wearing clothes at all. The clothes we see are a result of her manipulating her appearance, and she can change her appearance at will, in a matter of seconds, and for whatever reason she pleases.
Corrected entry: The film starts out showing a large pyramid in Egypt and puts the date at 3600 BC. The oldest pyramids weren't built till about 2630 BC, a thousand years later.
Correction: The oldest known pyramids were build then, this one was destroyed and buried beneath the sand completely, lost in time. Basically the entire civilization that worshipped Apocalypse disappeared.
What you're saying would make sense if not for the 1000 year time gap here. The pyramid that Apocalypse and his civilization were building more closely resembled later pyramids like Abu Rawash. The early pyramids were a much different look. The precursors to the pyramids were mastabas which over time were the building blocks to creating the first pyramids, still hundreds of years after the events that we see in the film. This would mean that an entire civilization was wiped out with an advanced pyramid and nothing else dating older than it, and it not be found. And then a thousand years later Egyptians created the mastabas that led to them discovering how to make pyramids just like Apocalypse's. It doesn't add up.
The technology to build the pyramid was lost as well obviously, the builders died no records of it. Perhaps it was only rediscovered 1000 years later. How and Why the civilization that worshipped Apocalypse knew how to build pyramids like that isn't told but I bet it has something to do with Apocalypse and his closest followers being mutants with extraordinary powers that they used to build or make people build it.
Corrected entry: As Jean, Scott, Nightcrawler, and Jubilee are leaving the movie theater in 1983, it shows Return of the Jedi playing and Up the Academy. Up the Academy was released in 1980.
Corrected entry: After Nightcrawler escapes with Raven, according to his back story he could not jump to the alley because he needs to see or know the place where he goes.
Correction: He can jump anywhere in the world. It is simply more dangerous to jump somewhere he doesn't know because he might jump into a solid object. If he knows there is an empty space on the other side of a wall, he can safely jump himself 1 metre in that direction and be totally fine.
Corrected entry: When Charles and Erik are talking at the end outside Mystique's class, Charles is wearing a burgundy tie. In the next shot of him, he's now wearing a black tie.
Correction: The tie we see is burgundy with black used for the design. In the next shot, it's still the same tie.
Corrected entry: If the mutants can't use their powers in the cells at Alkali Lake, Mystique would have to be in her natural blue form, as appearing in her normal form is using her mutation.
Correction: Exactly. She is also "wearing" completely different clothes when her hair changes. She manipulated her appearance to appear in dress with her hair down. When she changes into the more everyday look with jeans and jacket, she changed her appearance to have her hair tied back. Keep in mind, she can manipulate her appearance at any given point, and very quickly.
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