Visible crew/equipment: When Professor Higgins is having Eliza practice saying the letter H by blowing into a tube to make the flame waver, the paper she's holding is actually Rex Harrison's lines. Once the paper starts to burn and the camera angle changes, you can read them and it's practically all of his lines for the whole scene.
Visible crew/equipment: After Eliza has left Henry Higgins, he goes back home, turns on the record of Eliza's voice and sits down to listen. Behind him on the floor to the right, there is a shadow with quite a bit of movement, as if someone was nearby. There is no one else in the room; and it can't be Eliza's, because she is still outside the room, and hasn't approached the doorway yet.
Visible crew/equipment: When Eliza arrives at Higgings' place the shadow of the boom mic is right on top of her when the door is opened.
Answer: He knows that Professor Higgins is trying to pull a fast one by having Eliza pretend to be someone else, and he fancies himself as much of a linguistic expert as Higgins. He's correct that there's something going on; he just gets the wrong end of the stick and assumes she's "high born," thus proving Higgins right that he could "train" Eliza to pass as upper class.