You're right.  The copyright to the character 
designs, the images, the whole shebang belongs to 
the creator and/or production company that made 
the anime.  What we have the rights to as cel 
buyers is a piece of acetate with paint on it.

Now, having said that, I would think the practice 
of very clearly marking images with your 
name/watermark or "sample" would cut down on 
unwelcome image-borrowing. It is annoying to have 
taken the trouble to scan your image and put 
together an auction page and then have someone 
borrow it...

but as you say, the girl in question clearly says 
she doesn't own the cels.