Well still no sign of Dolly. I keep going back hoping I'll see her funny little face, like she's saying "here I am -- fooled you!". But the squirrel tail is still there. Here's a picture, where you can see the tail hanging out of the hole and a strange squirrel sitting on the branch where Dolly used to sit.
I'm feeling sad. Losing Dolly is just like losing a pet. Usually I'm pretty detached, because feeding squirrels is like having 100 pets and yet no pet. Normally they don't try to get too close! But Dolly and I shared a wavelength. Looking back, I realized that on the very day she must have died, I had a dream in which I was looking for a small, furry animal that needed my protection and kept eluding me, but was finally found and embraced. I've never dreamed about squirrels before! Now I know it was Dolly, come to say goodbye. As she was practically into her hole, it's a mystery as to what happened.