Specially-created race.
Beginning base is a Ghostwise Halfling with much longer-range telepathy. Nessie hears you thinking about finding her, and ducks back underwater until you get disgusted and go away.
Also a racial feature, similar to Drow Magic, that lets her move to the Etherial Plane at-will (controllable Blink). This is why sonar probes of the lake never find anything, either.