:-) Wait ten, twenty years, and your senses will do this kind of thing to you all the time. It’s good for you.
Squirrels don’t use portals to other worlds, so that can’t be it. My best guess is that the squirrel never went under your chair at all (which after all would be a very strange thing for it to do.) Your mind just worked up some sense data into a best guess, which after all is what it does all day, and this time it guessed wrong.
Possibly a bird or a large insect flew under your chair, coming in on a similar bearing to the squirrel? Once your mind is convinced that it’s got a moving object identified, it tends to hang on to the identification whether it really fits or not.