In all preceding episodes, Captain Gregg is seen and heard only by Mrs Muir. In this episode, the Captain is suddenly interacting with Jonathan. There is no explanation of why someone other than Mrs Muir can suddenly see and hear Captain Gregg.
At 17:05 and 21:30, Captain Gregg materializes. The state-of-the-art effect is handled by actors standing still as the camera fades out, remaining still while Captain Gregg enters and stands in place and the camera is cranked backwards a bit. The camera then resumes rolling, fading up into the scene. It works best when no one moves (but they do), and the fades must be perfectly balanced so light levels don't alter (but they do, too).
It's never explained why, over time, Uncle Arnold's simple magic tricks got worse rather than better. For a magic trick salesman who must continually demonstrate his goods, he should have become very well polished.
Neither appearing before nor after, the sudden existence of the rabbit used in Uncle Arnold's vanishing trick is never explained.