I have no doubt that children see things that we do not. I had an amazing experience just last night: we have an art walk during high season in our little town every two weeks, and we had one last night. During art walks, I set up my paints in the gallery where my work is sold, and it's fun to chat with people while I work. A Mexican woman came up behind me last night, looked at the painting I was working on and gasped. It is a colorful picture of several skeletons (calacas/catrinas) having a merry time in a tree, e.g, one is riding a bike, one is taking a bath, one is holding a cluster of balloons,etc. The woman told me that she was driving with her granddaughter past a cemetary when the little girl was four. She cried out, "Grandma, stop! I want to play with those children!" Her grandma could see no children and said, "What children?" "The ones in the tree," she said. "and there's a balloon man there, too." Gulp.
So, I would take others' advice and try to comfort her - not by insisting she didn't hear or see anything, but by focusing on various ways to help her feel unafraid and safe, dependiing on your faith and inclinations. And I might ditch the doll, too.