In the last chapter, "The Beginning," Hermione turned away, smiling at the horseless carriages. I know it doesn't state that Harry was looking at them, but obviously he would have looked at them at some point as he had to get into one of them. Why did they still appear horseless to Harry? He had already witnessed Cedric's death.
I also read on a different slip-up that it was made clear the death has to 'sink in;' this was not stated in any of my books. Hermione said "the only people who can see thestrals, are people who have seen death." That is all that is said about the thestrals.