Everyone (the cops especially) seems to give a rather mundane interest to the Mask's cartoonish abilities. He zips around the bank at superspeed, freezes himself in midair, and ejects his own eyes and skull while screaming in terror. Nobody gives this much of a reaction.
Perhaps it's part of the Mask's powers, like how he got the police force to do a song-and-dance number with him.
When Tina leaves the police station after visiting Stanley, she sees some of Dorian's gang come for her. Why not just run back into the police station and explain she's in danger? I'm sure the detective wouldn't mind giving her protection in exchange for information on Dorian and his gang.
Uh-huh... And if Dorian finds out she went to the police, he could make her life ten times worse.
So, Kellaway finds out that Stanley is the Mask because of his fingerprints? A magical mask that turns you into a Reality Warper leaves your fingerprints totally unchanged?
Aside from making him indestructible and turning his head green, the Mask doesn't appear to change anything about Stanley's physical body. It probably could change your finger prints if you willed it to, but Stanley wasn't thinking about that at the time.