When Penguin's umbrella hits the Batman balloon, it sends Shaggy flying through the air. Soon after, Penguin is shown again holding his umbrella.
8 Minutes and 55 seconds in: Fred, Velma, and Daphne are turned around on the bridge while Shaggy and Scooby are supposed to be lost, Shaggy can be momentarily seen in the Machine Machine.
When Penguin says, "Probably those tiresome teenagers.", his voice comes out of Joker's mouth.