Continuity mistake: When Hellboy is walking at one point, holding his gun up in his left, gloved hand (just after one of the agents has said "This place is like swiss cheese"), watch the frame. It switches suddenly so his right hand (the stone one) is his left, and he's holding the gun in his "right." (00:59:40)
Continuity mistake: When Professor Broom is feeding that thing in the tank rotten eggs, you see him pick up one egg and put it in the tube. When he pushes the tube up in the next shot, you see more than one egg in the tube. (00:20:00)
Revealing mistake: When Hellboy is filing down his horns with the small razor/sander contraption, you can tell the small sparks coming off are not coming from the contact of his horns and the sander, but rather are coming right out of the sander, revealing it is a prop. (00:48:20)
Continuity mistake: When scraping the snow off thee wall at the start, the amount of snow changes drastically and instantly. The lines of the engraving are clear of snow instantly. (00:14:30)
Chosen answer: Her jewelry does not melt either because the fire wraps around her and shoots outward enveloping her and her clothes and jewelry in a safe environment that allows her to breathe without burning the air going into her lungs. Plus if it burned her clothes it would get an R rating.