Continuity mistake: When Teddy's kids are lying dead on the grass, the position of the girl's arms keeps changing between shots.
Continuity mistake: During Teddy's interrogation of Bridget Kearns, she takes Teddy's notebook and writes something on the page to the left. Yet, when he shows the notebook to Chuck Aule, all of Bridget's writing is on the page to the right.
Continuity mistake: After Teddy takes his dead daughter's shoe off, its position changes between angles.
Answer: The bandage is a symbol indicating when and when not Teddy is caught in his delusions. When the bandage is on he is delusional, thinking he is the marshal finding out all the dark secrets of the facility. When the bandage is absent he is lucid and aware of his past crimes and his own delusions.
Wrong. It's on the whole movie until he takes a shower. The bandaid is off but yet that's the scene where he runs in the lighthouse thinking he's the Marshall still. Did you watch the movie at all?