Factual error: The bullet removed from Cole's leg is totally undamaged. Even a full metal jacket bullet will be squashed when it hits a person's leg (and stops inside the leg).
Factual error: In the beginning, James is collecting insects but it is cold enough for snow. Insects don't stay exposed to the cold like that.
Factual error: In the madhouse scene where Brad Pitt is jumping on beds and ripping up pillows, feathers are strewn about. Feather pillows are never used in secure facilities, for sanitary and allergic reasons.
Answer: Cole is screaming "Stop!" so you can't hear what the soldier is saying. If you mean all of it, it's in the line of asking what he is doing there, calling the captain to have a look, ask him where his clothes are, and telling him to speak French.
lionhead