When the Romanovs are in England, Alexandra speaks English with a Russian accent. In real life, Alexandra was a German princess raised in England by her grandmother, Queen Victoria. She spoke English with a British accent.
When the Union Flag is at half mast after Edward VII dies, it's upside down. The side attached to the pole should have the thick white band at the top.
Johnny died in January, but rhododendrons are in bloom at his funeral.
When the Romanovs go down to the basement, Alexei walks with the family. In real life, Alexei was unable to walk.
After the war ends, Prince George mentions that the exiled Kaiser and Austrian emperor can visit Prince John, and two old men who are supposed to be Wilhelm II and Franz Josef are shown in their imaginations. Franz Josef died in 1916. The exiled Austrian emperor was Charles, who would have been 30 at the time.