Continuity mistake: In the scene just after the Mahdi forces are 'retreating,' a drummer boy drums the square to open to let the skirmishers out. If you look behind the drummer boy however there seems to be a fight going on behind him although the Mahdi forces have retreated.
Continuity mistake: In the scene at the party at the India Office, there is a shot where all the guests are standing listening to a speech while holding champagne glasses. Then the camera cuts to the guests applauding with no glasses in sight. The next time we cut to the guests, everyone is holding champagne glasses again.
Factual error: The Battle of Abu Klea wasn't a decisive British defeat, as depicted. In fact, it was a crushing British victory, with the British killing thousands of Dervishes for the loss of less than one hundred men.