Board Thread:Episode Discussions/@comment-24553184-20150428060518/@comment-2043993-20150428072458

At the end of the episode, when her team is defeated/swept away for the second time, there's a gust of smoke from the little puppet and it turns into Saya as we first saw her in the previous episode.

Therefore, I think that it's just a tranformation and thus her actual body is not that of the puppet. I hope that answers your question.