Jon Bernthal (Shane) came to the set to watch the shooting of the finale but since he was too emotional he watched from the woods on the farm property.
Jeffrey DeMunn (Dale) flew down from New York and was on set watching the entire time the finale was being filmed.
Though this episode marks the first appearance of Michonne, actress Danai Gurira does not portray her in this episode. Michonne had not been cast yet which is why we never see her face. Her face is covered by a shadow from her hoodie. Her casting was announced on Talking Dead (2011) which aired right after the season 2 finale.
According to the in-universe walker rules, all the walkers should have been drawn to the light and sound of the burning barn. The firing of the guns and use of vehicles would be the only other thing to distract them from the fire.
It's never explained how the walkers are able to open the RV's door to get inside.