Continuity mistake: Near the end of the movie, Katana and Blake are worrying about the possibility that MacLeod has spoken with Neyman and knows the exact coordinates of the hole in the shield. That's odd, because a few scenes before we see Katana and Blake monitoring MacLeod as he speaks with Neyman in the prison Max. There Neyman tells the coordinates. So they know he knows.
Trivia: This film's plot (ret-conning in an extra-terrestrial origin for the immortals) was so notoriously hated among fans of the original film, it was completely disregarded in subsequent sequels, and an alternate cut of this film (removing all alien references) was later released to appears fans.