Revealing mistake: When Alonna is kidnapped, there is a vampire on the left side of the screen who is not wearing any mask over his face, though sunlight is falling on him. (00:26:00)
Revealing mistake: At the vampires' nest, when Knox is talking about Gunn's team, the vampire wearing the green sweatshirt and leather vest doesn't have yellow eyes like the other vampires do. And the female vampire doesn't either later, when the two groups face off after Gunn's sister is sired. (00:22:30 - 00:35:35)
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.