The locomotive pulling the carriages from the Southern Railway London terminus where the women board, is a different class locomotive seen later in the film prior to their arrival at the Army base. Locomotive #771 is shown leaving the station, and #2848 is shown en route.
5 minutes in, "All tickets must be SHEWN"
During the third shot of the scene of the women's first day of drill training, what appears to be a small insect crawls across the camera lens, upper left of the frame.