At the end of "A Time to Stand" there is visible hull damage along the aft of the Defiant crew's stolen Jem'Hadar ship, a result of the damage caused by the explosion of the Dominion base that knocked out their warp drive. When "Rocks and Shoals" starts, that section of the ship is completely intact. The ship has been at space the whole time and the crew would not have been able to effect external repairs.
When Nog is crawling ashore after the crash landing, before he collapses and rolls onto his back, you can see that there is debris on the back of his head thus revealing that that was not the first take.
When Sisko is comforting Dax and referring to the cavern as a "hotel", he tells her they have "24 hour room service". The Starfleet time scale has a 26 hour day.
The Starfleet invented the Stardate to count Time, Bajor just has a 26 hour cycle while orbiting it's Sun, the Earth for example has still a 24 hour long day
The wig on Dax's stunt person is visibly different from Terry Farrell's own hair. It is darker, bulkier, and the ponytail is cinched up higher on the back of their head.
The flesh of the human actors can be seen around the eyes of the Jem'Hadar soldiers in numerous shots, a result of the makeup melting in the heat of the location shooting.
When Nog and Garak are scanning the shore line for water and edible vegetation the status lights on their tricorders are not on. The tricorder sounds can be heard, but the lights are not working.
No one notices Vedek Yassim on the promenade until the moment before she jumps. Yet a crowd has gathered, expecting her to lead a protest, and she had to take time to tie her noose around the railing and/or her neck.
Vedek Yassim refers to Major Kira Nerys as "Kira." In the Bajoran culture, the family name is first and the given name is second. Kira is her family name. It would be the same as a Christian priest calling one of their parishioners by their last name. For such a personal connection, it would be more appropriate for the vedek to address her by her given name, Nerys.
The Vorta offers to give Sisko his communications device, which will allow the Starfleet crew to get a signal out and call for help. The Vorta furthers offers to give himself up as a prisoner of war once they've succeeded. As established in "A Time to Stand," they are deep in Dominion space (a journey to Federation territory would take 17 years without warp drive). Even if the communications device could get a signal all the way to the Federation, it would be intercepted by the Dominion, who would be able to reach the planet long before Starfleet or the Klingons could (assuming Starfleet even decided that a rescue mission to retrieve a half dozen Starfleet officers was worth the risk. The initial mission that brought them there was dangerous enough as it was).