How does the author use action, setting, and dialogue to convey the theme that things are not always as they appear to be in A Very Old Man with Enormous Wings?

The author uses elements of the literary genre magical realism to convey that things are not always what they appear to be. Using this approach, Garcia Marquez combines the mundane with the magical to create a world that is both real and unreal.
The setting of the story contributes to the magical realism of the story. Even the opening line contains aspects of magical realism:

On the third day of rain they had killed so many crabs inside the house that Pelayo had to cross his drenched courtyard and throw them into the sea, because the newborn child had a temperature all night and they thought it was due to the stench.

Pelayo's house has strange qualities, as it is inundated with crabs. Pelayo and his wife, Elisenda, also bizarrely believe that their child has taken sick because of the smell of the crabs. While the story contains realistic elements, such as the house by the sea and the sick child, the author also interjects oddities and fantastic elements that upend this reality and suggest that things are not always what they seem.
Several elements of the plot also contain a sense of unreality. For example, the angel cascades to the ground dressed as a ragpicker. Shortly after he arrives, the crowd becomes so big that Pelayo's courtyard is crammed with people. He has to call troops with fixed bayonets. Then, an even more bizarre event occurs:

A traveling carnival arrived with a flying acrobat who buzzed over the crowd several times, but no one paid any attention to him because his wings were not those of an angel but, rather, those of a sidereal bat.

The acrobat in the circus inexplicably has the wings of a bat, but no one even remarks on him because they are concentrated on the strange angel. Later, a woman who has been changed into a spider for having disobeyed her parents also arrives in the traveling show in town. These events mix the real and the fantastic.
The dialogue is also unreal at times. For example, Pelayo and Elisenda's neighbor tells them the following about the strange creature who has fallen by their house: "He’s an angel. . . . He must have been coming for the child, but the poor fellow is so old that the rain knocked him down.” Her remarks are clearly fantastic in nature, but the neighbor is convinced of her beliefs. As the story's setting, plot, and dialogue contain elements of fantasy, the reader is not that surprised when the creature flies away at the end of the story because the author conveys throughout the story that things are not what they seem.