Episode #1.4 - S1-E4
Factual error: When Freddy and Ada return to Birmingham from London they are seen on a boat called Kennet. This is a wide boat (i.e. almost twice the width of a 7 ft narrowboat) which could not have made its way from London to Birmingham in 1919/20 as all of the locks were narrow locks (7 ft) at that time.
Episode #1.4 - S1-E4
Factual error: In 1919 Chapman receives £200 from the Russian Embassy, but diplomatic relations were not established until 1924.
Episode #1.4 - S1-E4
Continuity mistake: Thomas and Grace are sharing a drink to celebrate her employment with the Shelbys. Thomas pulls out a cigarette, puts it in his mouth (correctly), and then turns to the camera to reveal a backwards cigarette. (00:43:00)