Ack...I never got back to you on this! Well, here are a couple things; supposedly, the reason at the end that the court in the kingdom is all sunshiney despite being underground was because of regret on the king's part for never letting his daughter see the sun and therefore driving her to escape and die. He created the false sunlight so that it would help draw her back. And apparently, while del Toro won't confirm or deny if the kingdom is real, if it IS real then the reason Ofelia saw her mother as the Queen was because her mother WAS the Queen and encouraged her to give up believing in magic and whatnot and married the Captain and bore his child all as a test to see if she really was strong enough to resist the corruption of the mortal world.