This behaviour is very, VERY similar to what Belle, the downstairs kitty, does with Roger, her stuffed toy kitten. She won't let you SEE her doing it... if you come across her carrying Roger, she will drop him INSTANTLY, and walk away, all "what stuffed kitten are you talking about? I don't have time for this nonsense." Yet strangely, Roger has appeared in every room in this house, on table tops, in chairs, in the back yard, in the front yard, out in the STREET, (she's not always a great Mom) and if you can approach unnoticed, you will hear her doing that same distinctive YOWLING thing, like she thinks she's a much bigger lion.