Continuity mistake: While Hippolyta is dying her hands move on Diana's body between shots.
Continuity mistake: While Hippolyta is dying, there is a sword on a bow which disappears between shots.
Continuity mistake: When Steve and Diana get to London, he is on her left then on her right.
Continuity mistake: At the bar while the bald guy is pointing with the gun, Diana is across the table, but in the next second she is beside the gunner.
Continuity mistake: At the beginning while Diana as a child is running among the people, a girl in gray is walking differently between shots.
Continuity mistake: After Diana crashes through the window, there are various bits of wooden debris on the floor in front of her. In a wider angle those bits have vanished.
Answer: For the majority of the movie, Diana believes the sword to be the only weapon capable of killing Ares. She doesn't realise until she fights him that the sword is just an ordinary weapon and thus, useless against a god. She carries the shield because it is useful. She uses it in combat most prominently to block gunfire.
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