The chapter is called "Visions in the Dark", the two are labeled as "impersonators" in the game files, they show up to teach the Outlander the same lesson Valkorion was trying to conveniently right after Valkorion "leaves", and then they vanish mysteriously at the end of the chapter.
Yeah, I'm thinking they're illusions conjured by Valkorion.
Originally posted by AncientPower
Which still doesn't explain the end of the actual KOTFE expansion, they stand there speaking to each other, which would just be Valkorion talking to himself if the illusion theory were true.