When Ofelia enters the lair of the Pale Man, she sets the hour glass down on the wall (where she entered). From when she puts it down to when it is next in shot, quite a lot of sand has fallen, and this is even before she's walked into the banquet chamber. There is no way that the sand would have lasted past when she was eating the grapes, let alone to when it supposedly did run out.
After the car stops for Carmen at the start of the film, Carmen gets back into the car first followed by Ofelia who is sitting on the right hand side as they drive off. When the car arrives at the mill Carmen gets out of the car from the right hand side followed by Ofelia.
When Ofelia goes down the stairs in the labyrinth and is talking to the Faun, his shadow still shows Doug Jones' legs while they are in the stilts. The special effects crew took out his physical legs, but the shadow still exists.