Other mistake: The second time Virginia goes down the slide in the 9th Kingdom, you can see that it is a stunt double hurrying to get off at the end.
Other mistake: When Virginia places the flower on the dead Queen's hand and kisses her forehead, you can see the Queen take a breath.
Other mistake: In the boat with the golden fish, the sign next to the fish says that you must stick your finger in the fish's mouth, then turn around until you "face south". Later, Tony sticks his finger in the fish's mouth and doesn't make any turning motion, yet he still gets the golden touch ability.
Other mistake: After Virginia wins the mirror in the shepherdess competition, she and Tony are in the barn and they hear Sally screaming. Immediately after her screams are heard, a man runs into town and says that she has been murdered. Between the screams and the man announcing the murder, there wasn't enough time for Sally to have screamed at her grandfather, been killed by him, and then been discovered dead.
Answer: They're both hearing things that they miss. Tony misses being back in his own world, so he hears a song that he knows from there. Virginia hears a wolf howling because she misses Wolf.