How has my ally been leaving messages and clues for me if she's not in the same bubble? Did she invent all the puzzles?
Your ally's bubble was transposed over yours. Since she went into the bubble voluntarily and everyone else was thrown in by an alien encounter, she was out of sync with you, much like people in the bubble are out of sync with those outside of it. With that said, your ally could still leave you messages, because both bubbles were based on the perception of the same reality (like two people visiting the same room at different times of the day).
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Roy invented all the gadgets and puzzles in town, but your ally put them into practical use, modifying them as needed.