Continuity mistake: When the Shade leaves Clara and she falls, her body is twisted because of the way her legs are bent with one on top of the other and her arms are out to the side. In the overhead shot of her, her positioning has changed, her body isn't twisted and her arms are more straight down her side.
Revealing mistake: In several episodes of season 9, starting at "Under the Lake" and continuing through "Before the Flood", "The Girl who Died" and "Sleep No More", the same white hallway model is used. For the first two episodes, this makes sense, since they play in the same location. However, the same hallway is used in "The Girl who Died", when the men from Ashildr's village get blasted to death, and again in several scenes in "Sleep No More" when the characters run through the hallways. Also, it seems the control room from the underwater research center, where the characters hide from the ghosts in "Under the Lake" and "Before the Flood", is reused as the white room in "Hell Bent" when the Doctor pulls Clara out of her timeline, though in "Hell Bent" the room is nearly empty and the room in "Under the Lake" and "Before the Flood" is full of equipment.