Near the end of the stage coach robbery, two men from the mining company are motioned to lay on the ground, and are side by side. In the next shot the two are now separated by several feet.
This episode opens with Caine sitting quietly by a brook with his forehead bandaged just as it was in the prior episode, "A Dream Within A Dream". This bandage rides up to the top of his forehead; the camera zooms in for a reaction close-up of Caine. There is no mark visible on Caine's forehead. Caine then takes his bandage off his head and uses it to wrap Chu's leg wound.
At the end of the episode he takes it back and wears it as a bandanna; in the next episode he has a new, better bandanna. Clearly he had been wearing it as one at the start.