Answered below, but I'll copy-paste here :)
Pixie's last outfit: apply all the Hallowe'en decorations to your room (bed, jack o lantern and witch poster) and then sleep. Might take a couple of nights to trigger :)
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For Pixie you don't need the dungeon, just put up the decorations and sleep a few nights.
For Gwen and Jessica you need the dungeon, check at night with the decorations on.
Chloe has a costume but it's not really halloween related.
You just check her room on a weekend after progressing her and Jessica's stories a little.