They're quite obviously real, by a second order approximation.
It's the construction arts and the obsessive devotion to detail. The intense quality of work above and beyond what might normally be required. But altogether the patterns of a group of peoples that indicate they are real.
And so, where did they go?
We've moved to explore the Rune Tower, a place of stonework in the north, based upon following the depredations of a group of pig faced men around the Lake upstream of Daggerbeak. The faces are different now, we've uncovered what appear to be goblins ransacking the Rune Tower. They are different but the pattern is unchanged. Children are disappearing and I do not believe this is a coincidence.
The roots of this evil are very deep, and spread wide. I think something this vile must be an existential threat to the realm. They too are obviously real, another second order approximation.
Whether or not we return home, this matter should probably be brought to His Majesty's attention.
Long live the King!