Continuity mistake: The girl being rescued at the beginning goes from standing close to the wall, looking blank in one shot, to being further away from it looking concerned in the next.
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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.