The movie was made one individual scene at a time, out of order and dropped into a YouTube playlist, thus resulting in extreme and quite intentional continuity errors from scene to scene.
In the New York City scene, Little Nicky shows up during the final battle between Jason Voorhees and The Toxic Avenger, thus seeing that the Marller Gang has completed their quest. In the later Ah My Buddha scene, Little Nicky tells Welsper that he does not know if the Marller Gang ever caught Danny Aiello because Danny Aiello just can't stay in one place.
In the New York City scene, Mara Marller takes a brief side trip to Hell where Harvey Keitel casually tells her that Donald Trump has been frozen in a block of ice, thus implying that he's dead. In the later Ah My Buddha scene, Kuroko asks Ryuk from Death Note if he ever gets Death Threat requests towards Donald Trump, thus implying that Donald Trump is still alive.
As with the entire Bad Goddess series, the spelling and grammar errors featured in the subtitles were left exactly as they were, thus given off the impression of a badly subtitled bootleg made by a Japanese person who speaks english as their second language. This is actually quite common in the anime industry as many professional looking bootlegs are available on eBay and Amazon.com featuring badly spelled DVD menus.
The Mad Doctor explains his world domination plan to send the Blue Meanies into Spike Lee's Do the Right Thing to Doctor What when they are room alone. Thus it is never explained how any of the other characters are aware of the Mad Doctor's plan as there wasn't any time for Doctor What to convey the details to them.
It is never explained how Doctor What understands the basic rules involving The Gauntlet. Such as why they need to gather the souls of the lost Do the Right Thing cast members. Or how he knows that the interdimensional portals to the Spike Lee universe have been blocked off by the Mad Doctor.
It is never explained how or why Mara Marller came to the conclusion that the Mad Doctor was one of the Dragon Eye's Thirteen Escaped Demons.