When Kelly walks in the front door at the start of the episode, she stands with her hands at her sides. When they switch cameras, she suddenly has her hands on her hips.
Body double's face is clearly visible when Bud fights with "himself" in the basement.
Nobody except Bud can see Cool Bud, but Peggy, Marcy and Jefferson seem like they can hear him from the living room when he said to Bud "who you calling Bud Bundy" but assumes it's just Bud talking to himself.