“Ontological metalepsis”, maybe with some “reification”?

Metalepsis A crossing between narrative levels. Here, a non-physical comic convention becomes physically active inside the story.

Ontological metalepsis A stronger, more precise form: something from one “reality level” enters another. The speech bubble moves from the reader-facing graphic layer into the character’s physical world.

Reification Treating something abstract, symbolic, or conventional as if it were a concrete object. The speech bubble is “reified” because it becomes a usable physical thing.

I love this comic.