When Billy attends Vinnie's courtroom drama, he gets tied up with his hands behind his back and sitting down. He then changes into Captain Marvel, still in this fashion, yet while he is transforming, he is now standing up with his hands to his side. After the transformation, the ropes are still tied around Marvel's hands, and he is sitting down.
After Marvel escapes the shed, he flies back to Mentor's motor home and arrives outside of it with Vinnie's sister inside with Mentor. Marvel then transforms back into BIlly, yet no one hears him yell "Shazam!", nor do they hear the crack of lightning.
Billy changes into Captain Marvel after hearing Vinnie and the gang coming back. No one seems to hear him yell "Shazam!", nor do they hear the lightning crack that transforms him, and they don't seem concerned about where the smoke came from.