Continuity mistake: Despite having the Phoenix power at the end of X-Men: Apocalypse, which manifests around her as a Phoenix firebird and she uses to defeat the titular villain, Jean Grey doesn't actually get merged with the entity until 9 years later in this movie.
Suggested correction: Jean used her full psychic powers in the previous film, not the Phoenix Force. Even without the Phoenix Force she was an incredibly powerful, Omega Level mutant.
The Phoenix firebird is literally shown to be emerging from Jean's body when she kills Apocalypse. She can't both have the Phoenix firebird already within her and then somehow also have it invade her body in this film. The mistake is valid, and I would argue it should be listed as a plot hole more than a continuity error.
Plot hole: There are two timelines in the X-Men franchise - the original films and the prequels, up until Days of Future past, which alters the future, and at the end reveals that Jean Grey, Professor X and Cyclops are all alive, rather than dying as they did in X-Men 3. The "new" timeline is then followed in Apocalypse and this movie, giving them a bit of leeway to make changes, much like the new Star Trek movies. Only problem is...Jean Grey dies in this movie! So no way her older self can be around in DoFP.
Suggested correction: I think you might have missed the final shot in the movie, when the camera pans up from Charles and Erik playing chess and the Phoenix firebird is shown flying across the sky/stratosphere, implying that, much like the Phoenix's legendary namesake, Jean had risen from the ashes so to speak. There is precedent for this in the comics, plus there were supposed to be more X-Men movies after this one until the Disney/Fox merger happened.
Yes, but she even said she evolved beyond earth, so that is basically saying that she died. Or she isn't on earth anymore.
Suggested correction: Bryan Singer confirmed that the end of Days of Future Past with Jean Grey being alive is one of many timelines, there are more than 2 timelines in this universe, meaning that despite all the X-Men being alive in the future at the of Days of Future Past, they can still all die in other movies like in Logan and Dark Phoenix.
Plot hole: The shapeshifting aliens without even flinching take full barrages of M4A1 carbines point blank, absorbing in full all the damage, but somehow they can be kicked and punched and get hurt and stopped by scraps of metal, knives, whips, Beast clawing at them, and even better, the non-superpowered Nightcrawler snaps the neck of one of them.
Suggested correction: None of them are killed or actually harmed by any of the attacks as later shown when they just get up again. They have stolen human bodies and those bodies still react like a real human body does, they just take some time to regenerate.
Without mentioning the D'baris from the comics who don't steal bodies but just pose as humans, in this movie they are shown having their own body to begin with, with an ability to assimilate humans with their memories and appearances: it's doubtful they'd have a spine to snap. Their reactions are just all over the place though: they take virtually no time to regenerate full barrages of automatic weapons, staying all the time on their feet not even flinching and showing no pain (also, being equipped with superhuman strength, since they toss people all the way from one end of the train wagon to the other with one hand). They show no reaction to bullets maiming them, but if it's a main character taking a swing, then it's a hit - even if non lethal. The main villain reacts to no bullets but when Nightcrawler was cutting her up she swayed wildly under his every strike, just as an example. I get it that it's choreographic, but it just makes no sense.
The turret shot bullets through them and they quickly healed.
