Those look like self inflicted wounds.

Can someone explain the joke?

"My leek's gon' be so far up yo ass..."

I can't help but hear Oya-chan going "O'YA" like Duffman.

Koucchan said:

Can someone explain the joke?

"POF!"
...or at least I think it is?

Koucchan said:

Can someone explain the joke?

Probably, Oyashio is just too happy and tried to answer the welcoming (and manzai combi invitation) by giving tsukkomi.
But her being blushingly embarrassed like that made things awkward

Koucchan said:

Can someone explain the joke?

Oyashio's embarrassed at the idea of doing a tsukkomi, but went through with it anyways because her sister and squadmate put her on the spot.