I think just a few. BTW did you notice that when Red was fighting those imaginary goons (who were they? I still don´t know, but those were the guys chasing Katerina in real life) the flag was upside down, and it wasn´t like that when he arrived, Did he put it upside down? or was that also his imagination?
But I still have doubts,
Example, Red really believes Katarina (Lizzie´s mother) killed herself by going into the ocean, but why did Red tell Liz in the first episode that her mother died in weakness and shame?
Maybe as I mentioned, Red wanted to keep that secret from Liz at all costs, to the cost of killing her adoptive father, to the extent of burning that document he went to all that trouble to find in a grave.
So far, my conclusion is that:
Liz is really very dead, and won´t come back from the dead.
Red loved Katerina, but Liz was not Red's daughter.
The criminal father who abandoned Liz was the real biological father, I still don´t know exactly who that was.
BTW I still wonder about the full story on how Red went from a bright Navy Intelligence guy to a criminal.
The father who adopted Liz, knew all the story, and he wanted to tell Liz, that´s the reason why Red killed him in the hospital.
Red hired Tom to keep close track of Liz, now with Liz dead, Red could kill Tom, except he just can´t and won´t because of baby Agnes.
But why did Red wanted to keep secrets from Liz? if he told her at least part of them....
Guess I'll have to watch again old episodes and try to find more clues.