Gaffes

In Avengers (2012), Stark Tower - repurposed for this movie by Valentina - is located where the real-life Met Life (originally Pan Am) building sits, directly behind Grand Central Terminal (to its north), but it's been relocated to the south of Grand Central here. This can be seen when the Thunderbolts drive a cargo van through the tower's front window; the front side of Grand Central is visible across the street.

Unless Bucky won a supermajority vote from Congress, Section 3 of the 14th Amendment would prevent him from being a Congressman. Bucky swore an oath in the military and then broke it by working for HYDRA and violating the Sokovia Accords.

When Red Guardian meets US Agent, Alexi notes that John was the second Captain America. This film takes place after Falcon et le Soldat de l'hiver (2021) and Captain America: Brave New World (2025) which make a point of publicly revealing that Isaiah Bradley was the second Captain America several decades before. Given how obsessed Alexi has been with Captain America, this is not the kind of detail he would have missed. However, Isaiah Bradley was never formally recognized or called Captain America as he was never granted that even in the comics. While he did receive a variant of the Super Soldier serum and his history restored in the Captain America Exhibit, Alexei is right that John Walker is the Second Captain America as he was formally recognized by the US Government when Sam Wilson initially gave up the shield.

At the final act of the film, Sentry is in his golden uniform and then turns into the Void, then at the end of the film when he reverts back to his normal human form he is no longer in his Sentry uniform but in civilian clothes even though he did not have time to change.

The Void can manipulate matter and send people to another dimension when he turns them into shadows. Void most likely entered the pocket dimension to fight Bob, who then generated new clothes when he reemerged.

John and Ava somehow break open the vault's thick, stone-like elevator door without making a sound.

Red Guardian drove from DC to Utah overnight, which is impossible in his slow limo.

The jump off the top of Merdeka 118 ends up on top of the Grand Hyatt KL in KLCC, 1.83km away. After leaving that rooftop she is in an entirely different building a further 1.8km away.