Vertigo's water is an odd substance. It touches without mussing; softens but doesn't melt; it ruins (and by extension removes) the clothing but leaves the face on.
It operates like sex in soft-core porn.
John Ferguson (and Alfred Hitchcock) desire the impossible vacancy of mainstream media sexuality; Marjory Wood and Judy Barton are punished when they can't provide it; in turn, Ferguson and Hitchcock's overly explicit desires are punished, by storyline and by the audience's laughter, respectively. That saturation-coverage fantasy of inviolability and desecration curls in embarrassment when touched too sincerely and too publicly.
As for the shoes, they simply seem to be a tight fit: only one is jolted loose by Madeline Elster's fall.