Male Woolly Mammoth skulls did not have tusks that curve over another. Only Columbian Mammoths are known to have this feature. However, this feature may have been exceptionally possible in some individuals.
The Neanderthal may not have been the last survivor of the genus Homo, besides humans: the denisovans, may have went extinct around the same time as Neanderthals or long after.
The Cave Lion's model is reused from the Smilodon's, minus the sabres. Cave paintings reveal that it actually had much longer, tufted tails, a primitive to nonexistent mane, and bright yellow fur instead of white. It would've been a larger and whiter version of the modern lion.
The Neanderthal species had died out 40,000 years ago, 10,000 years before the time that the episode takes place.