words of the book
In the 19th opening of the book, a single sentence, "The family went to sleep in the walls." is left outside of the framing. This is a clever way to indicate to the reader that the family is safely removed from the danger of the wolves. They are hidden behind the barrier of the walls just as the sentence itself is separated from the story by the barrier of the framing.
It is also said the wolves had "made big holes in the back of [the family's nicest clothes] for their tails." However, in the illustration, there are no holes in the pants and the tail is sticking out between the shirt and pants. It appears to simply be the choice of the illustrator, rather than a purposeful disconnect
The only other instance with a speech bubble not from the wolves or the pig is when Lucy first tells her mother "There are wolves in the walls [...] I can hear them." Since speech bubbles are otherwise only present in imaginary conversations, such as the wolves talking, perhaps this is a clue their presence in the walls is also in her head.
The use of "speech bubbles" is another interesting element throughout the text and images. When speaking to her pig-puppet, in multiple instances Lucy's dialogue is framed in a speech bubble. When the wolves are speaking, such as one exclaiming "Whose idea was this anyway?" when being chased out of the house, a speech bubble is also present.