Not to argue with the general point, but we hardly have seen anything of the journey or about her being unseen by anyone. She's just there with the others when they return to covolizaion but yes, nobody takes note of her.
Wait, so roughly half of every manga character ever is possibly an illusion?7) Zeira has worn EXACTLY the same outfit the entire time. While not necessarily unusual for a manga character, in three chapters Mavis so far has worn 3 different outfits (white dress on the island, black shirt and skirt on the ship, black dress in the town) - Mavis' outfit changes contrast rather drastically with Zeira always wearing the same outfit.
I'm still more inclined for the more simple "imaginary friend" idea, as in, nobody can see/hear her, except Mavis. When she is introduced to Yuriy he never reacts to anything she says, only Mavis' dialogue is necessary for things to happen as it does. She might as well not be there at all. Given, if she keeps this up the whole time it is weird nobody would call her out on it yet, but I guess they decided(?) not to tell her, her only friend is not real.
Of course, this could all be false leads, but I guess the biggest indication is Yuriy's weird reaction when she is introduced.