In one shot, the guard picks up Nestor by the tail. In the next, he's holding Nestor by the ears.
The name Olaf is of Scandinavian origin. The Roman Empire did not include the region of Scandinavia.
In Tilly's first scene, the wire supporting her is visible at one point.
The Roman guard pays Olaf the donkey dealer with a 20th-century American nickel. The nickel is upside-down and the viewer can see the outline of Thomas Jefferson's home "Monticello." However, the resolution of 1977-era television was poor compared to that of later decades. The signal was analog, there were no "flat screens," LCD panels or High Definition Television (HDTV) sets. The viewer watched TV on a cathode-ray tube (CRT) display. All this said, in 1977, the viewer would not have been able to discern that the coin was a U.S. nickel.
News did not travel very quickly in ancient times, so Olaf and the animals back home would not have known about Nestor's trip to Bethlehem that soon. Considering the remote location, they would have likely never known about it.