"In that car, but -" she says before panning to Schapelle in the flesh "- there we are."
Mercedes also posted the video on her Instagram account, mocking the media.
"Doing what they do best ... factual news reporting!!!" she wrote sarcastically.
The video, which is the first time Schapelle has shown her face since arriving home, appears to have been shot in a hotel room.
The caption thanks John McLeod of Tora Solutions, also pictured in the video, who has organised the security surrounding Schapelle's return to Australia.
A security expert who spoke to news.com.au estimated the elaborate security operation would have cost more than A$40,000.
Schapelle, 39, managed to escape the glare of the massive waiting media pack in Brisbane on Sunday morning.
She swapped her flight at the last minute and left the airport via a service tunnel. The security operation released a convoy of nine black decoy Mercedes Benz, which worked a treat and sent reporters on a wild-goose chase through southeast Queensland.
Tora Solutions released a statement on Monday night saying that its involvement with Schapelle's "repatriation operation" had concluded.
Today show host Karl Stefanovic launched an extraordinary spray against his colleagues in the media on Monday morning over the feverish coverage.
"There are far more important things in life than pursuing and losing Schapelle Corby. We in the media have a responsibility to inform but I reckon we were all made to look like idiots yesterday," he said during a live editorial.
"And to what end? Where Schapelle is, what she looks like ... come on. We know. And you know what? It ain't that interesting. Move along, please."
Many on social media have questioned the validity of Schapelle's video, saying she may have been watching a replay of the footage.
Schapelle was caught with 4.2kg of cannabis in her bodyboard bag at Denpasar airport in 2004 and spent nine years in prison in Bali after being convicted of drug smuggling.
