As Scott observes, the problem here is that there's no question of you not believing it; Ronny is there because you believe he is there, for the moment. Ronny acting inappropriately is Ronny acting inappropriately.
Besides, I've been pretty careful to this point, for an entirely different reason: Ronny acting ineffectively would be the basis for an intuitive leap to conclude that Ronny isn't really doing anything. You've not seen Ronny attack anyone, not because Ronny would never attack anyone, but because if he did it would have no effect, and your psychosis won't permit itself to be challenged that way.
As to Ronny encouraging you to fight, well, that's not quite the same thing--that's really your projections of a side of your subconscious into his words. Besides, as I read just today, William Penn, being a Quaker, could not travel to western Pennsylvania to kill indians--so he hired George Washington to do it for him. You're not the Buddhist; your grasp of what a Buddhist would and would not do might not perfectly reflect what Ronny actually would do in a given situation.
Don't worry--it will wear off, this time. You'll just have to live with the fact that your character believes Ronny is there, until either he isn't or your actions and the reactions of those around you have given you a basis for questioning whether he is or is not there. (E.g., if you start telling Ronny to do something while including Walter in the conversation, Walter is going to wonder who Ronny is. In the multiverse, that doesn't actually prove no one is there--only that Walter can't see him.
Oh, and since you're "in" on it, I do expect you to play it naturally--fine to talk to Ronny in front of Walter to try to get a reaction, but only if you're already talking to Ronny when it is not for that reason, or if it's obvious that you're treating it as if you really believe he's there. If this were not the forum (where we train referees, so there aren't a lot of secrets), when you asked whether Ronny was a hallucination, I'd have answered, "How would you know?", and left it to you to figure out how to get your character to stumble on the truth. As far as the guy on the ship is concerned, Ronny is there, and it makes perfect sense that he's there. If it stops making perfect sense, we'll give you intuition checks, and they you can treat him like Nash in A Beautiful Mind.
The crew of the piper is about thirty; the crew of this ship is probably about the same. More of their men are fighters, but your good fighters are much better than their best.
Most of the security team and a few deck hands were fighting that knot of pirates which is retreating across the plank even now. You and Walter crossed the plank, and of course Ronny, who has disappeared into the crowd somewhere, but no one else joined you yet.
"All right, I've got your back," Walter says. "Don't worry; these guys probably aren't good enough to get a job in ship security."
As the pirate comes close, you take a stab, and come inches from getting him, but he sidesteps and and returns a slash; you sidestep this, and move in again, this time gashing his left arm. You have another opportunity.
--M. J. Young