If the town in the opening scene was 20 miles from Purgatory (where the nearest white doctor was located), as the bartender states, he would not have told Caine to take the north road to Santa Fe. Instead, Caine would have to travel some 150 miles to the southeast.
Ancient Warrior has a treaty signed by President Andrew Johnson in 1868. The only 1868 treaty with Native Americans was the Treaty of Fort Laramie with the Lakota, a tribe primarily found in the North and South Dakota area, far from where this episode takes place.
Master Po lies in this episode to Young Caine, in telling him that the pool of water is acid.
Caine does put on his shoes to attend the wedding.
How would Caine know what the Greek word 'Alethea' means? He was brought up only knowing English from his parents and Chinese from the monastery.
Caine acquires a watch of Danny's in this episode, making it two watches he is now carrying. However, neither turns up when he is searched for items later on.
Danny left this town two weeks before Caine arrived.
Caine is carrying several seedlings with him, which he stops and plants at different points. We only see him do this one more time, in The Gunman.
According to Serenity, Caine's grandfather drove out his father and his Chinese wife from his house. But later Grandfather Caine asks what the wife looked like. Someone was either lying or very forgetful here.
Caine is given Danny's letters, as well as his great grandfather's watch.
When Caine is fighting the man who wishes to turn him in for money, there is a shot where the actual actor of the man is casually leaning against a tree, whilst his stunt double is fighting.
It's stated that Master Po wants to visit the forbidden city in the fifth month in the Year Of The Dog. The only time that occurred in this time-frame, with Caine's being an adult and The Dog only coming every 12 years, would be 1874. Since the episode dates itself as the present being in 1873, with Caine already in America, then Po's visit and Caine's flight from China would have had to occurred in 1862. Either Caine ages very slowly or he ran so fast from China he skipped a decade.