Factual error: When Nora electrocutes herself by putting her sword on The Third Rail, Eph is touching her. The electrical current would have gone through Nora's body to Eph's, also electrocuting him, but he is left unharmed.
Continuity mistake: After Coco Marchand's emergency surgery for a serious gunshot wound to the chest, she is seen recovering in bed, in a coma, on a respirator, possibly permanently brain-damaged, and in critical condition. A few hours later, when Eldridge Palmer is sitting by her bedside, Coco is suddenly without the respirator and there is no physical sign (bandages, tubes, stitches, bloodstains, etc.) whatsoever of her just having had extensive thoracic surgery for a near-fatal injury. There is only an IV line in her arm. This is before The Master arrives and revives her, and Palmer did not know if/when The Master would come, so he would not have had the respirator removed.
Factual error: Abraham and Palmer visit what they describe as a nunnery. However, it is full of men and boys dressed as monks with not a woman in sight, although one novice does refer to the Mother Superior. No Roman Catholic monastery is mixed sex.
Factual error: In the 1960s Abraham says someone went to Belarus. The Soviet Republic (and the region in general) wasn't called Belarus in the 1960s and was never referred to as that; it was Byelorussia or White Russia until 1991.