In the scene where Chi brings the fliers over, you can see a red balloon ascend from Yohko's head as she jumps up from the couch. It floats a small bit towards the ceiling and vanishes.
In the original Devil Hunter Yohko, Chi's hair was a very light brown, but from this installment onward, her hair is a very dark brown, closely matching Yohko's. In some of the early production drawings, however, Chi was shown to have blonde hair.