Factual error: The royal parade is supposed to be of the Yorkshire Hussars, but the filmmakers instead borrowed the King's Troop, Royal Horse Artillery, complete with guns. Although the uniform was similar, the Yorkshire Hussars was a cavalry regiment until the Second World War, when it became an armoured regiment. It was never an artillery regiment.
Continuity mistake: In his room, the gunman puts the revolver in the right inside pocket of his coat. He later draws the gun from the left inside pocket.