Revealing mistake: When Number 2 and Nadia are in the box, the illusion that they are separated is broken by the edge of Number 2's blanket (and it's shadow) curling round into Nadia's side. (00:39:16)
Revealing mistake: The "metal" door frame in Number 2's office is bubbling and peeling away from the wall.
Revealing mistake: When Nadia and Number 6 are embracing, many of the reverse-angle shots showing them from behind betray the use of a double for Nadia. Nearly every time the camera angle changes, she is noticeably several inches shorter.
Chosen answer: We're led to believe Rover is some kind of robot in the series. According to books on the show, Patrick McGoohan was looking for an unusual guardian for the Village, looked up at the sky, and saw a weather balloon, which was what Rover was.
Captain Defenestrator