That got me too. Daniewlewski gives quite alot of evidence supporting the fact that the house, the labrynth and all strange phenomina are not real, however, he doesn't disprove them completely. It is possible that Zampano could have made them, even being blind, though it would prove difficult. If he asked one of the girls he had writing for him to do it, my impression is that they would have just walked out upon such an odd request; however, that does seem to be the most logical conclusion.
Assuming the monster is real, how would it have gotten to Zampano's apartment? How would the monster even know who Zampano was unless they had met before, supporting my idea that Will Navidson is Zampano.

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In darkness together
We're bringing the light
In darkness together
We are forming