Continuity mistake: In the intro at the very start of the game, it shows Shade being played in Mystic Ruins. However, this isn't possible in the actual gameplay as you can only play Shade after the Metropolis zone, and by this point you can't go back to Mystic Ruins.
Continuity mistake: In the Zoah Colony, there is a door to the south of the map in which you can enter and find a small room. However, after you have finished the main battle with the Zoah in a place further down the map, you will exit that place from that exact same door, even though there was already a small room behind it before you battled with the Zoah.
