When Holmes and Watson rush to Judge Brisson's house when they learn of his murder, they enter the foyer leaving the front door wide open. Holmes goes to close the door in the next slide and the door is barely cracked open.
In one scene the daughter of the bar owner is seen covering the bird cage with a cloth later when Sherlock Holmes and Dr Watson return to the bar, before finding her body in the office, the bird cage is uncovered and the bird is singing.
Lady Penrose is said to have been murdered by having her throat torn out, yet when her body is found at the church after she rang the bell to summon help as she was dying, there is no sign of any damage to her throat nor a single drop of blood on or near the body.
Holmes signs the hotel register on February 10, no year given. In mid-February, there would likely be frost (if not snow) on the ground in that part of Canada, and the bog Watson falls into would no doubt be frozen. The vapor of the characters' breath would also be visible.
When Watson goes from his hotel room to the cafe in order to mingle "inconspicuously" with the locals, for some reason he has donned his coat, scarf and hat, and carries a walking stick, though actually he has only gone down the stairs.
After Holmes tells Watson that the quotation he recited was from Churchill, he utters another word or two, but all we hear is the music signaling the film's end.
Holmes and Watson travel across the Atlantic at the height of World War II for an apparently trivial conference in Quebec about psychic phenomena. They would have needed to get special permission (a "priority") to make the trip to Canada, even for a much more urgent reason, but nothing about getting said permission is ever mentioned.
Sherlock Holmes sees a real woman at the window of the judge's house, yet in the next shot she magically transforms into a man dressed as a woman.