Might they be faeries, of a sort? Angels? Demons? Or insects misidentified? Could the person they appear to love be a changeling? What makes the story interesting is that it could be an account of mental breakdown due to illness, or something altogether more strange, magical. There is something a little Blakeian about the finale, and also a hint of Daphne Du Maurier's darker tales (i.e. most of them).
More from this running review very soon!