In 1918, while held captive by "moderate" guards, Alexandra remarks about Nicholas' mother being "safe in England". In reality, the Queen Mother's arrival in the U.K. didn't happen until 1919, the year after the family's deaths.
The 1917 scene where Anastasia is on the Siberia-bound train talking to her brother, Alexi, about how Britain's Prince Edward (later King Edward VIII) is "exactly my age". In reality, Edward VIII was born in 1894, approx. seven years before Anastasia (b. 1901).