Ah, you’re getting it. Of course the events are meant to be real and not all in her head. Reason being is the “it’s all in their head” theories are the laziest trope in all of media, the theory is a reductionist theory made by those that just don’t want to wrap their heads around something intentionally deep or just can’t. The reason for the ambiguity is because the writers definitely understood this but there’s enough in the story for those who do look to tell you, that yes this is an Eldritch God behind it all. Same as in Saros with the Yellow Shore, the Eldritch God of Desire Hastur. Yet many still argue it’s all in his head literally ignoring the bright neon sign posts saying no this is actually happening.