>>39398273With a Lokoko I'd say yes to some point as she walked along side Ash and party as both her real Ninetails self and the illusionary servant girl that was her human avatar. She must have some awareness of her illusions otherwise Ash and the others would be tipped off to Ninetails unusual interactions like looking past them or nearly walking through them or some other tell.
Zoroark though I have no clue as there nothing to indicate what any of them see when they throw up an illusion. I know at least one knew what it what it was projecting because it chose a mansion from it memory inorder to communicate with her masters son... but whether they can actually see it who knows.
Headcanon: Yes as if they can't see what they are trying to fool you with it'd make it impossible to keep you believing its real