Deliberate mistake: The Globe Theatre is shown staging performances at night. In actuality, they performed during the day, when there was enough light, since this was pre-electricity. This was done both to make the climax of the episode scarier and because they shot on location in the real Globe, which still shows its plays during the day, and thus they didn't have a lot of time to shoot during the day there.
Last of the Time Lords (3) - S3-E13
Deliberate mistake: The Master uses his laser screwdriver to suspend the Doctor's ability to regenerate. While he is in fast motion, in a close-up you can briefly see Lucy's arms in fast motion as well. (00:12:20)
Chosen answer: The Master knows that deep down, he deserves death for the crimes that he's committed throughout his life, and since he regards The Doctor as his arch-foe, he expects it to be at his hands. The fact that The Doctor is still willing to forgive him for all of his crimes hurts him more deeply than death would.
Captain Defenestrator