I can see it going a couple of ways, though the most likely does seem to me to be the one where he's a manifestation of her inner demons. Maybe as an ongoing thing or just a one off episode, like say if she gets dosed with whatever the Marvel equivalent of Scarecrow's fear gas is.
The first season was very much about more of an emotional and psychological struggle than a physical one, so it seems reasonable they'd continue in that vein. Whatever breakthrough Jessica might have had, nobody just "gets over" something like that, so I'd be surprised if we didn't continue to see long term after effects.