That occurred to me too at one point. She made the column of smoke herself when she took Aaron as an offering but she may very well have seen it the first time when they took Alex and she was trying to imitate it.
I think it looks very much like a pillar of smoke. I've often wondered if
Danielle in the last 16 years hasn't seen it at least once.
I wonder what is holding that monster's leash.

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Have a cluckety cluck cluck day.