I have a very good idea how the double exposures were created: Mary Pickford must have been photographed with her body covered in a black body stocking for both of her roles, and then two doubles - one of which may have been Mary's sister Charlotte - were photographed in costume. Then the footage of Mary's head was composited into the scene on the bodies of both doubles. No wonder it took hours to photograph the double exposures: the optical printer as we know it today had not yet been invented, and it had to be done by hand, which took longer than it would have done today with a digital compositor. Therefore, it would have taken a full working day to get the scenes shot and to get them to composite properly together.