Plot hole: The bad guy somehow knows what is going to happen (via the sketches) even though the events haven't happened yet, like knowing Mrs Peel was going to show up at Pool's mansion in that catsuit and hat, and that the scenes were going to play out like the sketches.
Man-Eater of Surrey Green - S4-E11
Revealing mistake: When Steed and Mrs Peel are fighting one another, the stunt doubles used bear absolutely no resemblance to the actors.