Tbf, they're kinda not actually denying it anymore since the pentagon released the tic tac video (among others) and actually admitted "yeah this is real and we have no fucking clue what it is." They're just called UAPs now instead of UFOs.
And the interdimensional theory isn't a fabrication of her mind, it's one of the leading theories, along with "actual aliens" and "us from the future." It's not even the wildest theory thrown around, some think the crafts themselves are alive, and the biological looking things we call aliens are the drones. Of course, all just theories.
Now does she "have proof" of any of that beyond what the pentagon has already admitted? Likely not, but someone probably does have some more info than we know, she just ain't in the club.