The sun is well above the horizon when the kids leave the theater, but it sets less than 30 seconds later.
Arnold called Grandpa to tell them they were on the subway. Why couldn't Grandpa pick them up in his car?
There's no way Grandma could have connected two live wires with her bare hands without electrocuting herself, and there's certainly no way the wires could have stayed connected.
It is unexplained how the Blind Man knew Harold was fat. A possible explanation is that he could tell from the vibrations from Harold's entrance onto the train.
Once Grandma gets the subway train going again, we can see the lights coming back on inside before it starts moving. But in the shots where everyone cheers and then tells Grubby that they figure he's going to say "Get out of my house" again, the background art shows the subway car with the interior lights still off, despite electricity being restored and the train back in motion.