Plot hole: There is no way Anna could know that Hester was going to be at the auction. The circumstances that led to Hester and Tom being captured can't possibly have spread to the Anti-Traction League, they were immediately taken to the slave auction after being captured. Anna also instantly recognizes Hester when she sees her despite the fact that Hester was 8 years old the last time she would have seen her.
Continuity mistake: The Stalker, "Shrike," is a persistent hunter, but not terribly quick on his feet. He's sort of a lurching, Frankenstein-like cyborg who is always pursuing Hester Shaw at about walking speed. When Valentine frees Shrike from Sharkmoor prison, miles out to sea, we see Valentine in his airship destroying the prison and we see Shrike's prison cell sink to the sea floor. This cuts to a long distance shot of the prison exploding and sinking in the far background, miles away, as Valentine's airship comes sweeping from the far background into the foreground and out of frame. Almost immediately, Shrike emerges from the surf in the foreground and slowly trudges ashore, implying that he somehow travelled miles across the sea floor just as swiftly as did the airship, in a matter of moments, despite his slow, lumbering gait. (00:47:40)