Continuity mistake: When Angel grabs Cordelia's hand as she apologies after telling him to "get over it", the position of Angel's hand changes between shots.
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Trivia: In the opening credits there is a shot of a girl standing alone on the corner of a street. This was taken from the Buffy episode "Anne", when Buffy was staying in Los Angeles.
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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.