What conclusion would YOU come to?

I'm starting this thread to ask about a specific scenario, but I suppose this could become a general thread for asking what your characters should and shouldn't have figured out. Put answers in spoiler tags so as not to influence the answers of others, please.

Anyways, I'm writing a supernatural mystery story and I need to know whether or not my characters would have figured out what's going on. Long post forthcoming:

Three teenage girls (the main characters) are hanging out in a room when suddenly a Carmen Miranda song starts mysteriously playing. (One of the girls has the ability to see and hear things that would otherwise be hidden by magical illusions, and she hears the song before the other two do.) They, being accustomed to weird supernatural whoozits by now, do not freak out, but instead start trying to figure out what the heck it could possibly be. Their discussion gets a bit sidetracked, though, and the more off base they get, the louder the song becomes. Once one of the girls reels them back to the topic at hand, the song goes back to its original volume.

Based on this, the girls come to the conclusion that this is actively being caused by a sentient entity, and isn't just some weird phenomenon happening for no reason. One of the girls points out that "HELP" was written on a whiteboard in the room, but the other girls just thought it was a practical joke. They try to get the entity's attention and ask it to write something else on the board, but the song keeps playing. One of the girls gets frustrated and yells at it, which makes the music stop.

At this point, the more levelheaded of the three decides that this is high time to ask their mentor figure for help, seeing as they've just cheesed off a supernatural whoozit. She sends him a text message, and he replies as follows: “Glad to see you girls taking initiative on this. To answer your questions: One, the entity is not dangerous, so Miss Oaks has not put herself at risk. Two, For now, know that this is the work of Dawn Adams.”

They Google Dawn Adams, and find a Wikipedia article which describes her as the founder of a (fictional) recent religion/cult called "Zoranism" (after her pseudonym, Madame Zora) which started in the US but is extremely popular in Brazil. One of the girls reads key sections out loud. This paragraph, in particular, caught their attention:

“Adams first met Joan Redhill, one of her closest disciples, on 26 July 1942. Joan was the daughter of two Christian missionaries who were providing relief to the slums of Rio de Janeiro at the same time that Adams was staying in the city. Adams claimed to have saved Joan and a collection of Carmen Miranda records from an attempt at a combined kidnapping and burglary, although-”

And then the song starts playing again and interrupts the girl who was reading the article out loud in mid-sentence.

Now then, dear readers: if you were one of the girls, what would YOU assume was going on?

(Why do the girls assume the phenomenon is being caused by a sentient being? How does their mentor know who's responsible?)

All my characters are Genre Savvy enough to read the entire Wikipedia entry, no matter how loud the interrupting music plays - "Someone obviously doesn't want us to know he whole story". If I was handling it, the girls would use the information gathered from Wikipedia and their mentor, who I'm assuming is trustworthy, to find out what's going on.

The girls assumed that it's a sentient being because when their conversation started drifting away from "what is making this weird music play" to "scimitars are for slicing, not stabbing" the music got louder as if to get their attention and then went back to its original volume when they were back on track.

The mentor knows who caused it because he's an angel. He knows exactly what's going on but wants to give the girls a chance to figure it out on their own because he knows they're fully capable of doing so. Teach a man to fish and all that.

I can accept that

Well, obviously these girls know or have enough reason to believe it's a sentient being. Right now, if I were them, I'd think whatever the being is trying to communicate has to do specifically with the kidnapping Dawn saved Joan from, because that's when the music started playing and as you previously established, the music seems to relate to them being on topic.

Based on that conclusion, my next steps would be a) reading the rest of the article, b) trying to identify the being through yes-or-no questions with the music (sort of a louder = colder, normal = warmer type of deal), and c) learning more about Joan. If I was very lucky, the music might stick around to figure out which part of the article the being is taking the most interest in, but I've got a feeling that that'd be too easy for the plot to let happen. :P