During most of the movie, Sheena is barefoot. When she gets to the Zambuli after escaping from the crashing helicopter, she wears sandals. She is wearing those sandals when she pursues Otwani while riding on her zebra. After Otwani makes her fall from the zebra, she is barefoot again.
The zebra cannot be tamed or ridden.
Bengal tigers are actually indigenous to India, not Africa. There is no way Bengal tigers would roam the African desert.
Zebra tails are not like horse tails. Zebras are more closely related to wild asses. Horse hair starts at the base of the tail. Zebra hair starts from the distal half of the tail, halfway down.
In the opening nude scene, Sheena appears to be under a waterfall. But on closer inspection, there is no water splashing or deflecting off of her head. It's clear the waterfall is just behind her as she acts as though she is under it, and her body appears wet though it is much too shiny and has no water running down it, so it's clear that is just oil. As the waterfall is a very high one, the force of water coming down might have been too forceful and would have hurt her, and so the scene was probably just staged to appear as though she were actually bathing under the cascading water.
It's obvious to see that the herd of zebras are really horses painted to look like zebras.
Sheena lives in the African jungle, was raised by a primitive tribal woman and wears nothing but some small scraps of animal skin, yet she has shaved legs and armpits.
Although, Sheena is supposed to have been raised in a jungle by a primitive tribe, several nude and semi-nude scenes clearly reveal that the actress playing the character had artificially augmented breasts.
When the helicopter crashes, the rotors are barely turning, and they droop down so far they can't even be real rotors.
After the elephant crashes through the wall of the jail, the guards try to leave the room. Monkeys trying to trip the guards with a gun, drop the gun before the guards can trip on it, but the guards still fall. It happens about 36 minutes into the movie.