Continuity mistake: The underground car seen in the CCTV video is a different car design from the one where the heroes defuse the bomb (central line design vs another design). The rounded doors is the most visible proof.
Continuity mistake: The train carriage that disappears is a Jubilee line carriage. These trains have the bars inside them painted bright yellow. However, later on in the episode when Sherlock discovers the disappeared carriage, it has magically turned into a District line carriage (the bars inside are bright green).swordfish
Continuity mistake: As Sherlock and John approach the missing subway car, and especially as they bend to peer beneath it, the interior of the car to a distance of several feet is plainly visible through the window of the door (you can see the curved ceiling inside and some unlit fluorescent light bars). However, an interior shot then shows that there is a closed door inside the car, a foot or so inside the exterior door, that Sherlock has to push open to enter the car proper. This door should have blocked their view of the inside of the car before they entered. It didn't, so it has gone from open to closed between shots without anyone touching it. (01:05:35)Aerinah