the end, Lilly's body dissolves into moths like Mama's,which would indicate she was a ghost, not a living girl. Otherwise, she would have fallen into the water. This makes it very clear that she and Mama are made of the same "stuff": that is, ghostly matter.

The photos in the title sequence clearly showing the smaller child throwing up blood, the older sister looking sad, and then dogs or coyotes biting at the body of the child.

Lilly constantly oozes black stuff out of her mouth and eats bugs, and she reacts with fascination when she feels warm breath on her skin - then she tries it herself, like the idea of inner warmth is foreign to her.

Lilly could not have been a ghost

If Lily spent 87 days in rehab, we must assume that she was a subject of every test known to Doctors, so if she were a ghost, any abnormality should have been detected

The scene of Lilly shivering at the bushes make her look all to human.