she is a half ghost and studying in same school with those three, but she just realize/or forget that almost everyone in the school are not human<including herself>?
Somebody missed the Keine/Ex-Keine tag. That's her in the first panel for the Test of Courage strip (she's in Ex-form so that's why the students don't recognize her and her horn has the ribbon).
In Canon, Youmu is afraid of test of courage, check the Oriental Sacred Palace manga
Waaaaaagh!Test of CourageWithout EqualWhoo-hoo!I'm scared of ghosts...We will now begin the test of courage!Quit playing around, all of you, and get to bed now!Who's she...?Pillow FightHeyyy!They're not humaaaaan!Ooohhh...There's stuff growing out of 'em!