Is it a John Carter / Princess of Mars situation, where they have a "copy" body, one on earth and one in the other world? If the guy and anyone he's holding onto transport to the other world when they die or fall asleep, does he leave a copy body there or disappear? If someone came into his earth bedroom at night while he slept, would he still be there dreaming, or does he disappear? Mary doesn't have a "copy" body on earth, but does she leave a sleeping / dead body in her world when she leaves?
MC should set up a video camera in his room to see if he disappears at night, and he could ask Mary what happens to his body in the other world.