Continuity mistake: When Steve Trevor is at the Ottoman empire, he is beside a biplane that look like a British one. In the background to his right are a series of Fokker EIIIs, the next shot he's turning to his right, just besides a Fokker... and the British biplane has disappeared. (00:24:23)
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: While WW is training as an adult for the first time she uses a whip to take down an Amazon - one second later she blocks an attack with a sword she didn't have just before.
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.
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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