I would like to put a correction to this question: When Adam Young wrote Vanilla Twilight, he was talking about another girlfriend who had moved away. The Lonely Lullaby was about his girlfriend who died; her name is Annemarie, and she died in a car accident. Adam Young quote: "Ann Marie was, and certainly still is, such a beautiful person to me, and I’d never written such a personal song before, I knew I had to include her name in the lyrics because the song is truly what I wish I could say to her now that’s she’s gone."
Adam had a girlfriend who had to go to California due to the location of her college. Her name was Annemarie and she did not die. It's just a false rumor. She lost touch with Adam and that pretty much explains the rest.
Vanilla Twilight is about another girl that he missed.