Continuity mistake: When Diana get the photo at the start, there's a clipboard beside the case when she opens it, but from another angle there's nothing there.
Continuity mistake: As Diana is translating in the General's office, one of the buttons on her coat is undone/missing. As she approaches his desk, it's suddenly visible on her coat where it should be.
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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