One of the Pinkerton men suggests they will play Canasta, which was not invented until 1939, forty years after the period in which the series is set.
The pistol that Sir Malcolm purchases is a Mauser C-96, which was not available until 1896. As this show takes place in the winter of 1891 this gun did not yet exist.
Vanessa and Ethan share a 'cigarette' in an alley. This cigarette was filtered. The first filtered cigarette was not introduced into the market until 1936. The show occurred in the 1890's.
Mina says "bought" when she means "brought", a fairly common grammar mistake in modern English, but an educated 19th century person would never have got this wrong.
The gun dealer attempts to convince Sir Malcolm of the effectiveness of the prototype Mauser C96 by claiming the 7.63x25mm cartridge can stop an elephant. While a very powerful cartridge at the time, this particular embellishment should have been a poor sales pitch to use on Sir Malcolm, since his extensive time in Africa would have certainly meant he was familiar with the types of guns used to shoot elephants. Sir Malcolm would almost certainly be skeptical of such a small cartridge having that capability.