When Milly reads the story about the robbery in the paper, she says it continues on page three. That would mean she has to turn over one page. At the top of the paper you can see that she turned over more than one page (at 11:10).
When Mr. Musgrove shoots the night watchman, he does so through a clouded window on a door. The window shows no sign of cracking or shattering like any window should if a bullet passes through it.