It is plainly obvious that when Captain Marvel bends and restores the bars in the jail cell, it is the same shot both times, just run in reverse the second time.
When you see Kelly saddling up Corky they don't show where the pad and bridle came from.
Before Marvel is put into the cell, you can tell the bars are not real iron as two of the bars are already bent.
When Captain Marvel enters the cell, there is no lock on the door. It's just up against the wall.