The reason there is a discrepancy between Roy and Molly's memories is because Roy was not technically alive during those moments, but instead a doll that belonged to Molly
Roy outright states that he was born through unconventional means, his features are very doll-like, and the situations Molly describes him as remembering could easily be from the point of view of a well-loved doll just as much as they could be from a childhood friend. In addition, the little ball like buddies that Molly has are also plush, indicating that Molly has some connection to stuffed animals coming to life.
