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Do I have to put them up again because it doesn't look like it's working even after getting the dungeon oh wait do I have to talk to Cloe 1st?

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.