Jones and Dot were wearing hats before they were washed downstream during the flash flood. But when they were climbing out of the water onto dry land, they weren't wearing their hats. In the next scene when they were riding their horses they were wearing their hats again. There is no way they could have found their hats after the flash flood.
After Jones follows the hawk back to his family he sits on the ground talking to Maggie. The wind blows Jones' hair and doesn't mess up Maggie's hair even though they are a few feet from each other. When the wind blows, Jones' extension clips can be seen and his "real" hair blows above his head, as it is much shorter than the extensions.
When Kayitah is killed by multiple blows with the wooden club there is much blood and it is implied that he has been hit in the head. When "Kayitah's ghost" rides his horse, his face has just a little blood near the mouth. His head and face are clearly recognizable, rather than being completely disfigured from the blows to his head.
When Jones returns to his family and has a talk with Maggie about turning back or continuing with their mission, Maggie is wearing a full skirt. When they ride to rescue the young ladies Maggie is wearing black jeans. Jeans could have been worn by men, but weren't proper for a woman to wear. If Maggie was wearing a pair of men's jeans, they would not fit her tall, thin frame.
When the Indian kidnappers are riding through the desert, just before they return to the cave where they are hiding out, a dirt road is clearly visible running from upper right to lower left across the entire screen.
In the end, when fire arrows are being shot towards the people on top of the mountain, one fire arrow hit a horse in its side. You can see that there is a string attached to the horse and that there are only a few sparks. In the next shot, there is a burning arrow sticking out of the horse when it's going down.