After the episode where Nellies restaurant name is changed to 'Caroline's', there are times afterward when the name on the window changes from 'Caroline's' back to 'Nellie's' and back again. Obviously there is stock footage thrown in from time to time.
There is no episode or part of one to show how the blind school Adam, Mary, and Hester Sue ran was taken over by someone else. This, however, will later be spoken about by Hester Sue in "Second Chance."
Featured prominently in at least two episodes ("The Monster of Walnut Grove" and "The Music Box"), restless tree branches are seen and heard immediately outside the front upstairs window, next to the girls' bed. But at no point in the show did any such tree ever exist that close to the house.