Visible crew/equipment: In the scene where Angel is talking to Kate about the "evil thing" , the boom mike appears at the top of the frame. (Widescreen Edition).
Revealing mistake: In the scene where Kate finds her father dead, just after the shot of his neck wounds, she is sitting over him and you can see the father blinking a few times. (00:33:00)
Deliberate mistake: In the flashback to Angelus rising from his grave, his and Darla's breath is visible as they exhale. This was going to be removed in post-production, but left in due to budget restrictions.
Answer: Everybody including Angel saw her. After helping them and then being left alone to talk to Angel, Cordelia says that the Powers That Be let her come back one more time to help them. After Angel gets a call saying that she died, he realises that it was her spirit that was helping them the entire time.