The identity of Damien's mother, a jackal. First it's the Ur Example of Predators Are Mean, Damien being the son of Satan and a predatory animal and second the animals were going crazy at the zoo due to the fact that Damien is half jackal and jackals are predators to those animals in the wild.
Also a bit of Fridge Logic, since a female jackal only weighs about 20 pounds, and wouldn't be big enough to carry a human newborn to term, even if it were given a Cesarean.
Why only a single Dagger of Megiddo is able to finish Damien off in the third film, instead of all Seven mentioned in previous films? Because throughout The Final Conflict, Damien complains that his power has been waning due to the arrival of the Nazarene, so it's convievable that the Seven Daggers of Megiddo were only required when he was at the height of his powers. He's been effectively nerfed to the point where he can get mortal wounds.
This becomes a major point in the non-canon sequel novels after the third film. Damien was stabbed by one dagger, killing his physical body but not his spirit, which reincarnates in the form of his son whom the reporter woman gives birth to and grows up. The son kept the body of his father in a shrine. At the climax of the books, the corpse is then stabbed with all seven daggers, and the body crumbles to dust and his son loses all his powers and purpose.
Why does Robert Thorn get a hero's burial at the end of the first film? I mean, sure he was a good-hearted man and a good ambassador, but the police walked in on him attempting to kill a child. His child, as far as they knew. On the grounds of a church!We know Damien is the Antichrist, and although it's an appalling iea to kill a child, better to cut him down in his prime to prevent the terrible things he does in the sequels or, if you're feeling sympathetic, to save him from following his father's evil destiny, but nobody else knows that. As far as the world knows, he snapped and tried to kill his own child in the middle of a church for absolutely no damn reason at all. I don't know about you guys, but I'm pretty sure child murderers don't get off that easy in real life.