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Or the butterflies Kanon saw aren't the same ones people see during the murders
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I guess that's a possibility however they really do not appear only during the murderers. Rosa in episode2 sees Beatrice and the golden butterflies on october 4. There is also the whole narration of Beatrice offering to Shannon her help to make George fall in love with her.
The butterflies appear practically anytime there is a magic event.
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The servants acted if they really believed in Beatrice to please Kinzo, Jessica for example thought Kanon and Shannon really believed that and then realized in the Study that every of the servants acted if they do to ease their masters pain
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One thing is acting as if they believed, one thing is claiming to see what doesn't exist. For example Shannon works for Kinzo by a lot more time than Kanon but she doesn't say she's seen the butterflies herself