Bigfoot Wallace did not die in Mexico. He died an old man Jan. 7, 1899 in Texas.
In the firing squad scene at the leprosarium, the firing squad is using flintlock weapons. As they take aim and fire, the frizzens(which hold the primer powder) on all the weapons are flipped forward, so the weapons wouldn't have fired.
When drawing the black or white beans, the jar is held such that the men drawing can see into it.
Lady Carey sings Va Pensiero from Verdi's opera Nabucco. This opera was not written until after the date of the story.
Victorian England had a strict cast system. The title "Lady" was reserved for a woman of high social status, something Mattie was not. Though she may not have held her career against her it is very unlikely Lady Carey would have called Mattie a Lady.