Colonel Corfe's rank is far too high for an officer in charge of an art vault. A Colonel in the British Army is responsible for an entire regiment of over a thousand men. Corfe's responsibility would have been delegated to an officer of much lower rank: probably a Corporal or Sergeant.
When Freddie Cartwright is bundled out of his car by two thugs, it appears that he has been handcuffed. But as they pass behind the car, in front of the camera, it is clear that his wrists aren't cuffed, he is just holding them behind his back as if they were.
Whilst it's understandable for Freddie Cartwright to borrow a suit from Steed to wear for dining out, it's undeniably slightly odd that he also chooses to add the latter's bowler hat and umbrella to the ensemble.