I like the concept.
I vascillated between thinking the love interest was literally a ghost that was haunting her, or her mind being in such a broken state that it was a hallucination as she tried to make sense of the tragedy.
The fact he was unaware of the journal's location or the combination pointed to the latter, but the unfinished business that had already been addressed indicated the former for me, but I have no issue with that being left up to interpretation.
I wish I would have known a bit more about the relationship itself, but you captured the helplessness and desperation one feels after losing someone important to them.
Given most of the backgrounds that were used, I would suggest using a larger version of the sprite, perhaps from the waist up. Adding some transparency or slow fade/dissolve effects would also go a long way in conveying the premise.
One other small tweak I would suggest is a slower fade between the main melancholy track and the more upbeat conclusion music. It was a slightly jarring transition, though both compositions fit their respective sections of the narrative.