How were Yoshi and Daisy able to track down the Mario Bros. in Act I? Through the letters they sent in Episode 43.
In Operation: Blind Storm, Ness puts on The Darkness's hat to sense any clues in it about The Darkness's "fail safe". Upon putting on the hat he yelled at Snake "Look at me Snake. I'm EVIL!". Which is sort of out of character for Ness who was a lot more serious in earlier seasons. (His Screw This, I'm Outta Here! in Season Two was serious but is taken as comedy). Why would he suddenly joke like that, easy The Darkness actually possessed him then (as revealed in Season 4) and this is his sense of humour.
The Darkness's change of heart in Season 5 where he decides that his real purpose is to kill Nox Decious makes a lot more sense remembering that the only reason he was created was so Decious could achieve immortality. That combined with the humanity he gained from absorbing the heroes' powers in Operation: Blind Storm and having a part of Mario's spirit caused him to reach such a conclusion.
At the end of the Movie, Link says that he must go back to Hyrule, and that Mario and the others might see him again "in a year or two" and "if this world needs [him] again". We then don't see him throughout season four, and despite being mentioned, is absent from season five until the final episode. He reappears once, "a year or two" later - both in real life time since the movie, and in-universe time - and "when the world needed [him] again", as he was needed to merge his spirit with Mario. Pretty amazing Foreshadowing considering the creators likely hadn't planned that far ahead and were just giving an in-universe reason for Link's actor to be absent.
In Who Is Scott Masterson, How did Peach get to the concert, then to Mario, and back to the concert so fast? and how did Luigi, Link, and Ash all snap their fingers when they all were wearing gloves?
In Act II, Coconut/Mage did three acts of heroism to make him human again which included getting Wario to kill the Darkness. This worked and Coconut became human again as Mage. However The Darkness didn't die then, so how could the Darkness's defeat count?
Just because The Darkness didn't die doesn't mean Wario fighting him wasn't an act of heroism.
At the very end of the series, Mario and Luigi go back home. But wasn't it said in Season 2 that they could no longer do that? Unless the trip to Hyrule opened the door for this sort of thing, so to speak.
The portals were blocked in Season 2 because of fear Nox Decious would come to other worlds. Once he is defeated they would've opened back up as far back as the end of Season 2 when Wario killed Decious.