This is not a mystery movie, right?
I do not think I was just seeing things. The movie is all dramatic irony or whatnot. The brunette is dead in the rocks. You see her washed up corpse. The movie is really about her ex-lover and cousin/friend slowly realizing and accepting that one plain day, a person they loved wandered off, died, and will never be in their lives again. The audience knows it right away, because the camera pulls away from the searching Vitti, to over a ledge, where you see a watery corpse in the rocks. Right? I re-wound it and showed my brother, he agreed with me. I found a review on netflix saying the same thing. I thought I'd find the same here on IMDB, but surprising the threads are all about other non-sense.
The reason the Vitti is comforting Sandro after finding him with the prostitute is because they are both suddenly accepting reality and realizing they are being idiots in trying to deny and distract themselves from their loss. that he was cheating on her is really small potatoes.