I ran a big online forum with three other people, two of whom I had met in person some years back. I'll call them Ann, Belinda and Catherine and they were 'ladies of a certain age'... in their late 60s/early 70's.
Ann and Belinda retired from the job they had when I met them, and took in Catherine, a friend they knew through that job, who wasn't coping so well by herself.
For several years, all four of us ran this forum, we talked daily via messenger, they helped me when my house was sold and I was living 200 miles away (went and got the keys from the EA and tidied it up before it completed), I would mostly talk to Belinda and Catherine as Ann was the most mobile, most grown up, mostly busy doing things. Others came and went, running the forum with us, it all trundled along very nicely.
Then Ann died - I couldn't attend her funeral, but I sent flowers, other people I know did attend.
Then Catherine went back to her distant family and was out of touch.
Then Belinda died (not wildly unexpected, her health wasn't fab and she was the oldest.)
And then it came out.
Catherine never existed.
They'd made her up entirely, for a purpose none of us will ever know.
The person who chatted to my DP when I was ambulanced to hospital, keeping him calm whilst he waited at home to hear what was happening, the person who I thought had shared hours of chat, who had boosted my confidence to do things I didn't think I could do, ...didn't exist!
Those of us who 'knew' Catherine have on the whole decided to forget that she wasn't real and just remember her, whoever she really was (as both A and B are dead we don't know which and suspect it was both of them) as if she had been a real person.
Which to an extent has meant grieving for a person who never existed!