Fake Lillie is an unknown entity taking on the form and personality of Lillie to lure people into a false sense of security.  Fake Lillie would then lead its victims one at a time to a disclosed and isolated location, where she would then drop the facade and show her true nature, which is that she is a cold-hearted psychopath who loves to do nothing but torture their victims, physically and mentally.  She never tells anyone who she really is because she never leaves her Lillie form.