After the fiasco of blowing up the bridge when Sharpe and Harper are waiting for debrief outside Wellesley's office, Sharpe refers to Wellesley as "Wellington". However, Sir Arthur Wellesley doesn't become the Duke of Wellington until the end of this episode.
Just after Simmerson gives the order to destroy the bridge, Leroy spurs his horse on. The horse at this point is a bay with a star, but when he canters down on the other side of the bridge he is riding a chestnut with a stripe
After the battle of Talavera, while the wounded are still being carried into the hospital, Countess Josephina informs Sharpe that London has created Wellesley Lord Wellington as a result of his victory. There is no way that London could have been informed of the results of the battle so quickly, let alone returned word of Wellesley's elevation.
The Battle of Talavera was fought in July 1809. Actors are frequently shown dressed for cold weather (heavy overcoats and such) and their breath is visible in several closeups, revealing that filming took place in cold weather.