Visible crew/equipment: In shots of Dorothy and Ozma running away from the doctor's clinic, there is a noticeable outline of kneepads under their dresses, and as Ozma slips down the muddy bank, and into the river, her dress momentarily rides up, revealing it quickly.
Continuity mistake: When the group lands on The Nome King's mountain, we see Tik Tok land with his body buried in the snow. Then in the next shot he is suddenly less buried than he was in the first shot. Then in the next shot he isn't even buried, and is just laying on a rock.
Character mistake: When Princess Mombi is sleeping she is snoring, but she has no head.
Continuity mistake: When Dorothy and Billina are in the crate surrounded by water, then water begins to soak up, so that it gets very shallow. In the next shot over Dorothy's shoulder the water is suddenly more deep and rippling again. Also, the sand, once it dries up, goes from damp to drier.
Answer: She was in the human world so she was in disguise.