(at around 26 mins) Before Shanghai Lily goes out of the train car to visit the "doctor" (Captain Donald Harvey), she pulls the window shade down half-way, even with with an external bar across the window. After they talk awhile, the captain stands up, and the window shade is completely down.
The telegraph forms shown are filled out in Chinese and meant to be Chinese, but are, in fact , in English and, therefore, American.
The film is set in northern China (Peking to Shanghai). The government and warlord soldiers are speaking Taishanese, which is a southern Chinese dialect not generally spoken in northern China. The northern dialects of Mandarin Chinese (a Beijing dialect) and/or Shanghainese would be spoken instead.
The locomotive pulling the train is an oil-burning Southern Pacific steam locomotive. This is demonstrated by the tender, which is built like a tank car.