@hanchobakery could also be referring to sleep paralysis and the hallucination of a demon or little old man that people experience during sleep paralysis. It's also known as the hag I believe.
@Tempkschris her deception might fall apart faster if they found his room empty. Roxana is mainly buying time to become powerful enough to stage a coup anyway so I think she's hoping that by the time they figure it out it'll be too late. Although if she could maintain the body double long term...