Dolores Del Rio's clothes are in the style of the time the picture was made, not when it was set.
George Sanders, an Englishman, is prepared to take the place of his exact double, a German officer in World War I. His appearance is changed, he studies all the details of the officer's life, but...no one asks him if he speaks German. And even if he did, it would have been with a distinctively strong British accent.
Dolores Del Rio says goodbye to a member of the royal family and leaves the room. According to court etiquette, commoners must not leave the presence of a member of the royal family; they must always allow the royal person to leave them.