Factual error: A person with 60% burns on his body would not be wearing pyjamas, as the Hungarian guy does. (00:19:45)
Factual error: When the burnt Hungarian guy is interrogated the first time a doctor insists that everyone wears masks (even though Jack Baer is very lax about it). When he is surrounded by doctors the second time none of them bothers about masks. (00:38:10 - 01:01:40)
Factual error: When the Suspects planned to kill Kobayashi, they waited for him in the office building. McManus got into the elevator and waited for the three men, hidden in the roof. After Kobayashi and the two men got into the elevator, and the lights went out, McManus fired twice. The blood on the wall behind Kobayashi would be correct if the two shots came from in front of the men. But McManus fired from the roof of the elevator, meaning the blood spray should be much lower on the wall and angled sharply downward. (01:05:50)
Answer: Soze ended up back under arrest and for some questioning as 'Verbal Kint'. He never really vanished, he's just playing two parts/people. He really vanishes off the scene by the end of the movie after he tricks Kujan.
With the exception of what's known to have happened on the dock, the entire story is a lie told by Verbal Kint to Agent Kujon. Kujon realises this after Kint leaves the office but not in time to catch up. The entire movie is about a habitual liar making up a story about what happened on the dock. He may be Keyser Soze or an alter-ego variant but even Keysers rep is subject to question as it was told by the same liar. Verbal himself said about Keaton, "He was a grounded guy, a cop. If you think the husband did it then you're right." He was telling on himself as sociopaths will do when they think they're smarter than everyone around them.