He turns to glance back at the newcomer, and then tries to send Edie his impressions the way she showed him how to talk to her, clumsily because it's not a mental motion he's used to, but he doesn't actually think his power can fully communicate the weirdness here.
Body-language-wise, yeah, whoever she's thinking about is definitely in there somewhere, demonic possession or alternate personality or something along those lines; she's not carrying herself like they're nearby, she's not carrying herself like they're absent, she's carrying herself like they're in there with her.
Empathy-wise... there's something there? It's weird because it's not actually present, it's... the whole shape of how her emotions fit together is built around the expectation that there will be someone else to share them with, a little bit like how Emily and Edie are with each other, a little bit like that other girl who is much more blatantly possessed, a little bit more like the way his people are at home. (The way they used to be, anyway... he shoves that train of thought aside as a distraction; he didn't mean to include it in the first place but he is, as previously mentioned, not good at this.) He can't directly sense her demon or headmate or imaginary friend or whatever it is, but he can tell that she's used to never ever ever being alone in her own head.
His best guess is that she's possessed like that other girl and the demon is just way better at hiding, maybe like the tall girl's imaginary friend, maybe like the statue in the corner only way more so. If it's not that then his next best guess is that she's crazy, and her 'beloved' is a power she has or some kind of magic artifact or spell or other thing that isn't a person but that she thinks of as one. Or maybe she has multiple personalities naturally, he's vaguely aware that that's a thing that might sometimes happen, and the other one isn't turning up as a separate mind because they aren't, and they're not turning up as part of the same mind as the girl because they're not conscious right now so there's nothing there to see. But if he had to bet, his money would be on possessed or crazy, because the way the feeling of safety intertwines with the feeling of love is so present and immediate, it really comes across like she expects her imaginary friend to be watching her at all times and ready to move in her defense at a moment's notice.