Continuity mistake: In the post-credit photo montage, Heidern (without his uniform) wears the eyepatch on the right eye, but his various character portraits in the selection screen, victory screen and ending show him with the eyepatch on the left eye. (in later instalments of the series he is predominantly shown with the right eye missing, actually).
Other mistake: Kyo's father, seemingly dead at the end of KoF94, is back here as sub-boss. In the cutscenes, his name is "Saishu", but in-game (the name under his energy bar when you face him) his name is "Saisyu."
