I would have to say that the eNotes guide is fairly thorough when it comes to the themes of this story. The problem is with its length...it is hard to have too much depth in a story of this size. I can let you know what I find interesting about it, though, and see if that sparks your thoughts at all in different directions.
The most intriguing character in the story, of course, is the girl. She is at the heart of the conflict. It's her motivations that are so fascinating. Why does she choose to tell this stranger such a horrific story? Notice the way she coyly says: "Then you know practically nothing about my aunt?" The reader can almost see the sly smile on her face as she realizes that she has a ripe target in Frampton.
Notice, also, the way she tells the story. It is not, in some ways, the best lie (though it is clever in how quickly it is thought up.) For example, if it is indeed her aunt's house, than her aunt's husband would be her uncle, and her aunt's brothers would also be uncles of hers. Yet she tells the story with a detached air, as though she is not bothered at all by the mysterious disappearance of her relatives. Were the story true, it would have been a tragedy for her as well as her aunt and the telling of the story would likely not be so forthcoming to a stranger, open window or not.
There is a great moment when she does some acting and decides to stare out the window in horror, as if she has seen something awful out there. This lets you know that she is quite the talented storyteller and has probably had a lot of practice at pulling people's legs.
I question, also, whether this girl really even is the niece of the woman who runs the house. We know her as Vera and only know that she is the woman's niece because of the narration of the story...it is what Framton believes. And why does Framton believe it? Probably because it is what the girl told him. Remember, Framton does not see the Aunt upon entering the house...she is busy upstairs. It is, presumably, Vera who is the first contact he has within the house. The Aunt does not refer to Vera as her niece, she only says "I hope Vera has been amusing you?" I know it is a long shot as far as ideas go, but you never know.
Vera also seems to have no qualm with lying to her own kind...she doesn't reserve it for strangers. She quickly comes up with the lie at the end and tells it straight faced to her relatives (if they are her relatives, that is.)
Anyway, those are just some thoughts. Hope they help in some way.