Let me give you some examples of what I have in mind:
The Coneheads
Aliens with very obvious differences to earthlings are stranded on our planet. They quickly become part of the community, and none of their neighbors, coworkers, etc. seem to notice that their heads have a 10 inch dome above their eyebrows.
The Life of Bryan
A Roman centurion brings several troops to search the house of a Jewish rebel leader. The rebels, who are in the middle of a meeting plotting their next move, all hide in various ways that do not conceal them in the slightest. The troops rush in, but are unable to find anything suspicious, except for a spoon.
The Three Stooges
The Stooges are being sought by some dangerous thugs, but are cornered in someone’s apartment. One of them “hides” by putting a lampshade over his head. The pursuers come in and are totally oblivious to the man standing next to them wearing a lampshade. A yank on his tie will even turn a light on under the lampshade.
I think that “Lampshading” would fit as a name for this trope, but TV Tropes gave that term a different definition. Is there a specific name for this old but still funny gag?
I came back to say that in Monty Python in general, most cops and authority figures are prone to the following trope:
See the guards for the prince saved from the tower in Holy Grail, the marching up and down the square sketch, those same Roman centurion and troops. No it’s not 100% universal for their works, but it’s really darn common. And true in plenty of other works as well! Though it’s often subverted, where some low level drone in such or in an evil organization is the equivalent of the Evil Overlord needing to run his plot past an average 12 year old to make sure it’s not hopelessly stupid.