Klaue and N'Jobu (situational irony)
Most of the characters spend the film believing that Ulysses Klaue was solely responsible for the attack on Wakanda and the theft of vibranium. However, from the prologue in Oakland, the audience is aware that N’Jobu gave Klaue insider information to help him carry out the raid. This emphasizes the important point that while the Wakandans see their enemies as exclusively external, there is also great division within the country that has been ignored and allowed to fester. It is this internal division, not the external threat, that is the crux of the film’s ultimate conflict.
Ross and Wakanda (dramatic irony)
Everett Ross spends much of the film believing the lie that Wakanda is nothing but a simple third world country with limited resources and no geopolitical importance. Of course, we know that this is completely incorrect, but it makes for much amusing dialogue as he casually dismisses the Wakandans despite their vastly superior knowledge and resources. This irony is especially played for laughs when it is finally reversed and Ross is fully exposed to Wakanda in all its technological glory. More seriously, this dynamic also symbolizes the belittling views of Africa often held by Western people.