Continuity mistake: When Wesley is explaining that Angel feels like he doesn't belong in the world, the amount of donut he's holding changes. (00:13:30)
Continuity mistake: In Season One Finale, "To Shanshu In LA" when Wes is lecturing Cordy on wants and desires, the number of bites taken from the doughnut changes, in one instance it breaks in half, most visibly when Wes takes a bite from Cordy's doughnut on the angle change. (00:13:31)
Revealing mistake: In "To Shanshu in LA" in season one, as Angel is pulling out of parking lot to follow the W&H Trucks, you can see his reflection in his rear view mirror (vampires have no reflections). Also odd that throughout the first season the rear view mirror is removed in some episodes. (00:31:19)
Continuity mistake: In the season one finale "To Shanshu in LA," near the end Angel is fighting Vocah in the mausoleum and Angel rips off Vocah's mask, revealing the maggoty face Underneath. In subsequent shots of Angel from behind Vocah, you can still see the edges of the mask on his face. (00:34:30)
Visible crew/equipment: At the end of the episode where Wesley is studying the Shanshu scroll in Cordillia's apartment, the boom mike appears at the top of the frame TWICE.
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.