Corrected entry: When the kidnappers stop at the traffic lights, and the orphans spot Sandy and start calling him, surely Miss Hannigan, Rooster, Lily or Annie would have heard them, considering the windows are open and they are all calling Sandy quite loudly.
Heather Benton
Correction: They DID hear the orphans but chose to ignore them. If you look, Annie is struggling to get to them and is leaning towards the sound of their voices, so she heard them. The rest of them were anxious to get away and they knew if the reacted, they'd be caught, so they just act like they don't hear anything.