Revealing mistake: Conan and his party flee from the temple guards and escape into the crypt, closing the huge stone door behind them. A moment later, the camera shows the leader (Ferdinand Mayne) standing at the foot of the steps holding a torch. He chucks the torch out of sight to his right and begins walking towards the door. If you look closely you'll see the torch disappear nicely out of sight behind the wall as if he had "passed" it to someone standing there.
Trivia: Most people should already know this, but Sven-Ole Thorsen (Titus of Gaul from Gladiator), who played Thorgrim (one of Thulsa Doom's henchmen) in Conan the Barbarian, was given another role in Conan the Destroyer as Togra, the leader of the horsemen who fought one-on-one with Conan sometime in the middle of the film.