In the opening scene on the train with Inspector Campbell, he's looking over Arthur Shelby's rap-sheet the year is 1919. Arthur is charged as a racketeer, but the term racketeer was first introduced in 1925, in the U.S.
When Ada and Freddie were at the railway station, the train, mostly GWR, had a Southern Railway coach in it. Running number "S 3554 S" was built in 1924. The doors originally opened inwards but were re-hung to open outwards in 1947-48 so it would definitely not be seen in 1919.