CeCe wasn't confirmed to be A, no one was. I actually won't mind the CeCe twin theory though. Especially if she has her own twin.
It was possible that Ali's killer (the twin CeCe) figured out Alison wasn't dead when Ali returned after Mona hit Hannah with the car, and after Mona revealed herself. Thus leading to CeCe coming back to Rosewood and contacting Mona in Radley. That's my own theory
Why Mrs.D was protecting the CeCe twin, isn't probably anything family related, since she had no problem killing her. There is probably another back story between them.
