If you think about it, the story really does have two separate endings -- one when the hunting party comes home and Nuttel runs away and we find the men aren't ghosts, and one at the actual end of the story. Here's why I see it that way.
For most of the story, we are thinking about Vera's poor aunt and how hard it must be for her to deal with the deaths of husband and brothers. So then when the men come back, that part of the story is done. We know what has happened to the men and we know that Nuttel has been fooled.
But then we might wonder "what's going to happen to Vera now?" Surely she'll get in trouble. Then we get a second ending that resolves that issue -- she makes up another story to avoid getting in trouble for making up the first.