Ooh, that was interesting. I didn’t expect her to be a figment, but it does make sense. A certain air of mystery that she comes and goes a she does, seems to suggest something more than a daydream or even a delusion. I think those compound sentences could use a comma, but that may be more style than grammar.

This seems sad but there is an air of mystery. But in my opinion, every mental institute has a dark mystery behind it. :P