When Benny dresses up as a policeman, he has ordinary white socks, but when he interrogates Holm Hansen, he has his favourite yellow socks, without any explanation.
It is evident, that Egon Olsen lifted by a crane and ducked in water has been replaced with a dummy.
About 59 minutes into the movie, the crew is visible in the reflections in the window, of the bus that Benny uses, when he picks up Kjeld and Børge.