They most certainly do. They do the rounds and take care of those they love. I've heard the voice of a DLO telling me to go this way or move out of the way or something similar...Also at times of great personal stress and pain, I've had an overwhelming feeling of being loved and told that "everything will be alright". Too often though people think that because there is mental illness, the voices are just auditory hallucinations.

I've had my Grandfather with me since I was a baby. He told me his name was snow and I didn't find out 'til I was 7 that it was his real nickname because he had white hair from birth. My mum told me he was imaginary not real. But when she was clearing out a draw I saw a photo of him and I grabbed it squealing that it was "My Snow". Dad came home and smiled telling me that was his dad, who passed over 5 years before I was born.