Factual error: The murder victims, all Catholic, are specifically said to have "all worn crucifixes." But the jewelry Nat hands Nick as evidence, the cross that burns his hand and the necklace Magda later gives him are all plain crosses, not crucifixes. (The former is unadorned; the latter has a Christ figure on it.)
Factual error: Nick tells Nat about his past life as an assistant professor in the U.S., and refers to himself as "a certain indigenous vampire." Nick wasn't indigenous (native) to either the US or Canada, where the show was set. He came from Brabant, now part of Belgium. They were probably trying for "itinerant" (wandering), which would accurately describe Nick's long life.
Factual error: The supposed ballerina in this episode's flashback to 19th century France is not employing any real ballet steps or arm movements. All she's doing on stage is standing still and waving her arms in the air, performing something that looks rather more like semaphore than ballet. (00:10:10)