Revealing mistake: During the gemstone smuggler robbery, when Verbal kicks open the van's rear doors, McManus begins to use a sledgehammer on the NY police cruiser's windshield, and behind him we see two very tall palm trees―in NYC. This scene was filmed in Los Angeles. Note the police cruiser has number 2485 at the airport and turning corners with the van tailing (filmed in NYC). As the van hits from behind it's 6423, and the stunt vehicle set on fire is 6426 (filmed in LA).
Revealing mistake: Towards the end of the movie, Hockney (Kevin Pollak) looks into a van and discovers it's full of cash. He is then shot from behind, and blood splatters all over the money. When his chest explodes, you can see the plastic of the bag the blood was in. (01:18:10)
Revealing mistake: When the police car is set on fire you see from the top that the flames start at three different spots, hood, roof, and trunk. Then, when the three vans drive off there's a shot from inside the police car where you don't see any fire. (00:32:45)
Revealing mistake: While the gemstone smuggler is riding in the back seat of NY's Finest Taxi Service, in his close-ups note the vehicle's chrome button door lock, the garment hook over the window, etc. When the police cruiser makes a short stop, now in the smuggler's close-ups the door lock's chrome button cover is gone so only the inner pin remains, the garment hook has been removed, etc. (00:32:40)
Revealing mistake: In the flashback, when the boy has his throat slit, there's no blood or wound.
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.