The problem with the teeth lies in reality; Margot's teeth are slightly unnatural in all the pictures you posted. She probably is a veneer patient as are many stars these days, and for Hollywood they often go a little too perfect. Notably her front four incisors; take a look at some of her non-film photos and you'll see the color contrast from the flash beginning at her canines, something commonly indicative of dental materials compared to natural teeth. Now that being said, she could be a rare case of abnormally perfect teeth, but had canine work done pre-whitening and matched it to her shade of teeth at that time, accounting for the color difference. Composites don't stain. Additionally, she retracts her upper lip higher when she smiles, exposing her gums, something the figure doesn't capture.
For what it's worth she has nice teeth, and the fact that the difference in tone is something she hasn't had fixed despite being famous is pretty awesome. A lot of stars go in and veneer everything the camera sees which is REALLY artificial looking.
Either way, HT did a pretty good job as far as mimicking her teeth in shape and definition, but not in dimension - they are very flat compared to reality. This minimizes the contacts between her teeth which makes it look artificial and slightly denture like on the figure. Harley's not going to be able to floss those!
The problem is the post processing in all of the photos from the film have definitely masked the natural aspect of her teeth - they look like chiclets comparatively with how white they come across, something I suspect they intended to capture for Harley. If anything, the HT teeth are more natural in color tone for non treated teeth.
But brown coat/blue coat aside, the biggest thing throwing the teeth off for you guys is that her gums A) don't come down far enough at the interdental gums or B) at the marginal gums - these two factors make them seem abnormally long. The sculpt of the mouth is actually really accurate and captures the linearity of her upper lip well.