Ozma traded away the first Dorothy's bones.
She seemed to be in a desperate postion when we last saw her. The bones were either added to the bone door or used to create Emma as a means of getting around not being able to use the bone door to get to Oz. Emma is not meant to open a door...
She is meant to lock one. Specifically, the Bone Door. Elaine is meant to be the writer for Pinocchio.
She seems to have a knack for turning constructs into real people.