Continuity mistake: Right at the end when the man takes his mask off, a strand of blonde hair hangs out from the back of "his" head. In the next shot the hair is dark brown.
Continuity mistake: When Lionel Twain is leaving the dinner table, in one shot his left arm is up, but then down in the next.
Audio problem: When Miss Jessica Marbles is reading and "finds out" who the murderer is, she closes the book and puts it down saying, "good heavens." But her mouth does not move.
Answer: I think she is a lady...remember at the end when he said she was the daughter of Lionel Twain.