When the woman unearths the skeletons in the opening scene, the bones appear to be in pristine shape. Given that they have been buried with no protection and directly into the ground, bones would have disintegrated within a century and would not be in such an excellent shape two centuries later.
Cookie mentions he would like to have a business in San Francisco. The film is ostensibly set in the 1820s, when the city had not officially been named San Francisco. However, the name had been in use since the 1590s and could have been used at the time the film is set.
Chief Factor (Toby Jones) reminisces about pastries he enjoyed in South Kensington. In the 1820s, this area of London comprised rural villages such as Brompton and was not named South Kensington until at least 50 years later.