Continuity mistake: The scene where the Doctor forces Jex over the boundary line starts off in roughly mid-afternoon lighting, but when the Gunslinger arrives and Isaac is shot, the sunlight is at a much lower angle. (00:25:35)
Continuity mistake: When Amy and the Doctor are arguing over whether Jex should be punished, her hair is blowing a lot in shots facing him, but very little in shots facing her. (00:24:10)
Continuity mistake: During the sequence involving Rory and Isaac leaving town with the latter disguised as Kahler-Jex in order to distract the Gunslinger so the Doctor can get back to the TARDIS, parked somewhere outside of Mercy, only to find Jex's ship instead, while Amy and Jex wait back at the sheriff's office, the Sun changes position several times, as do the shadows cast as a result. Most noticeably, when the Doctor finds the cable running from Jex's ship to town, the Sun is quite low, as if close to sunset - while appearing high, as if closer to midday, in the scenes of Rory and Isaac distracting the Gunslinger taking place at the same time. During the scenes of the Doctor finding Jex's ship and Amy and Jex in town, it is also earlier in the day. (00:10:50 - 00:17:17)
Factual error: During the standoff after the Doctor forces Jex over the town's boundary line, Amy manages to make a revolver accidentally fire off twice in a row. Revolvers like that need to be cocked between each firing, which didn't happen the second time. (00:23:54)
Continuity mistake: When Amy's holding a revolver while arguing with the Doctor, just before she accidentally fires it a second time, she goes from holding it pointed to her right to holding it pointing to the ground in front of her between shots. (00:23:53)
Revealing mistake: When Jex's ship explodes, we see the smoke drifting over town. But it's really obvious that the smoke is coming from the next street, not miles away where Jex's ship is. (00:42:06)
Chosen answer: No, no information is avalible for the identity of the entity.
Repo_Man