Well, without too many spoilers, Ofelia does get out of the room...and the mandrake really existed ... And when she really didn't listen to the fairies (as opposed to ignoring them when they were not sure), that's when things went bad. I don't know that I saw the fantasy part as offering hope, though. For me, it was entirely separate. She just happened to show up near the gate to faery because she was supposed to -- because we all know that's what happens.
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