...I don't think we've ever been in there, have we? We always just...avoided it.

[Which doesn't inherently mean that Alucard has avoided it, of course, but she'd be willing to bet that he'd been just as inclined to leave it shut and untouched. There are few places in the castle likely to have heavier memories than that, after all.]

So if they really are there, it's unlikely your sleeping mind could have just made them up. But she would have known. It was her room, after all.