I just now read the description of the Cloak of Fear. I guess that because the "Dodge" text appears when my units fail to hit her, I thought it must be her dodge value that affects this. I was wrong.
My mistake. Cool enchantment then...
EDIT: Indeed my hero, which has a higher Spell Mastery is able to hit her from time to time. So it certainly isn't a bug. Sorry, I should have read more carefully. Though it shows that auto-resolve doesn't take into account such enchantments. But I guess it would be way too complicated to do so.