Theoretically, we never see Lilia hit the ground. She could have vanished before being impaled, I guess. Tbh, I’ve basically chalked Alice up to a plot hole for not vanishing after breaking the curse. Also before you try to logic Jen getting her powers back from Agatha, I’m just gonna say magic has a way of working itself out. But with this in mind, the road technically worked. Is it possible the road is real, it’s just no one has possessed enough magic to conjure it?

Even the colorful leaves on the side of the road is one of the hanging decoration in Billy’s room. So the whole space is totally a creation of Billy’s unconscious mind