When Dorothy is in bed with Sophia and is comforted by the people who claim to be her actual parents, Dorothy actually looks directly at the camera when she says "I think I'm slowly going out of my mind!" This is very unusual, admitting the presence of a camera.
Response to above: I don't think that's what Bea was doing. I think she was clearly looking diagonally. None of Witt/Thomas/Harris shows have ever done this to my knowledge. I think you mistook it.