When Lucy and Ethel are up on the roof, Ethel refers to it being five flights up. At the time, the Ricardos still lived in their first apartment, 4A, so they would have been one flight down from the roof. Yet a few episodes later, in No Children Allowed, Mrs. Trumbull is banging on the floor above the Ricardos so she would have appeared to be living on the 5th floor.
When Lucy is supposedly standing on the roof throwing a rock across the alley to try to hit Ms. Sanders' window, the rock very clearly bounces on the ground, revealing that the set is only a few feet off the ground and not 5 stories up.
When Lucy and Ethel sneak up to see if Ricky and Fred are home, they're disappointed to find out that they aren't, and they assume that they're out on dates. However, Ricky had been smoking a cigarette while playing cards, as you can see it burning in the ashtray. After Ricky and Fred leave to see if the girls are home, Lucy and Ethel should have known that Ricky and Fred were home due to the after-effects of the cigarette that had just been burning only a moment before.
When Ricky wakes-up from his morning coffee and walks towards the kitchen, Fred can be seen through the kitchen window walking between the sets to get backstage.