A New World - S3-E20
Revealing mistake: The first stake that Conner fires from his stake cannon (Obviously CGI) doesn't seem to emerge properly from the barrel of the cannon, it emerges out of thin air from the side. (00:01:25)
The Cautionary Tale Of Numero Cinco - S5-E6
Revealing mistake: When Angel says to Wesley that "Fred has got something," and then walks out of the room, Angel's reflection is visible in a window pane in front of him. It's very brief, but it's there. (00:31:05)
Revealing mistake: When Gunn, Fred and Lorne run out to the Las Vegas strip, a large crowd of bystanders can be see seen in the background watching the show being filmed (as said in the DVD commentary). (00:28:25)
Heartthrob - S3-E1
Revealing mistake: When James, a vampire, chases Angel and Cordelia into the subway, James' reflection is visible in the windows of a passing train.
Heartthrob - S3-E1
Revealing mistake: In this episode both Angel's and James' reflections are visible during the fight scene inside the train.
Revealing mistake: When the gang attack the vampires in the bowling alley, watch as Jasmine and Fred walk over the bowling lanes in the background as the others fight the vampires. Jasmine slips on the floor but manages to maintain her balance. You'd think a deity with superhuman strength, telepathy, shape-shifting and psychic capabilities would be able to walk on a smooth floor without slipping and also know that it was smooth to begin with. Although she may lack friction, the shot should have been re-filmed as it is a blatant mistake.
Revealing mistake: When Wesley accidentally turns off the power, the room briefly goes dark, then lights up with moonlight/streetlight from outside. In the real world, that light would have been visible the whole time in the background. (00:01:45)
Revealing mistake: Just after Angel kills the quan-eyed demon, he exits the room behind the smashed mirror. On the widescreen DVD you see Angel's reflection in the mirror to the right of the smashed mirror (even though vampires don't have a reflection). (00:03:40)
Revealing mistake: When Cordelia goes to see Lilah, the eyelashes of her real eye can be seen blinking Underneath her "black" eye after she sits down.
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.