At roughly the 39-minute mark, Skeet Burns opens the right rear door of his car for Nurse Dale. There is a cut in the film and the next scene shows Nurse Dale climbing into the front seat of the car through the suddenly-open front door.
Skeet doesn't have his sea bag on his way to the ship. He is going to need at least a change of skivvies.
Not even in 1926 would a raw recruit be issued a rifle on his first day in boot camp. Nor would he be told that he is now a Marine by any stretch of the imagination.
When bombs start to drop near the bridge, several 'dead' bandits flinch. One of them even lifts his head up before going back to playing dead.
William Haines was actually a rather hairy man; his arms and hands are still clearly hairy in multiple scenes despite his hairless chest. (Point of fact, he waxed his chest to look far more youthful in the film.)
When Skeet is parking the rental car in front of the nurse house, you can see smoke coming from the left side, thanks to a crew member smoking.
In the final sequence, when Sergeant O'Hara (Lon Chaney) is drilling the new recruits, the top buttons of his uniform are undone, unpardonable by Marine standards, particularly in the case of this hard-nosed veteran.
The general leaves his bag in the rest room of the train when he leaves it in San Diego. He may need it later.