In the 5th Book on page 760 Harry is talking to Luna about the thestrals and about who Luna saw die and she goes-

"Anyway, it's not as if I'll never see Mum again, is it?"
"Er-isn't it?" said Harry uncertainly.
She shook her head in disbelief.
"Oh, come on. You heard them, just behind the veil, didn't you?"
"You mean..."
"In that room with the archway. They were just lurking out of sight, that's all. You heard them."
They looked at eachother. Luna was smiling slightly. Harry did not know what to say, or to think; Luna believed so many extraordinary things...yet he had been sure he had heard voices behind the veil, too.

Now, what does all that mean???????????