I don't find such distictions very useful. I guess her "Happy Ending" is a proper noun by reverse definition, and if some teacher put that question on a quiz, I would anwer yes, but I would not be comfortable with it. Duffy did that only to differentiate them, and I would call that poetic license, not a proper noun. She broke the fourth wall just a tiny crack, which is a time-honored technique in fantasy storytelling. Tolkein and Dunsany did it all the time. But, again, it is not important to label everything.
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