She's sharing wat she wants. OP is asking follow up questions that she doesn't feel comfortable answering. At this point, OP should stop asking these questions as her colleague clearly considers them to be intrusive.

She's socially awkward and struggles to regulate. It's not you.

Your co-worker shared information with you that she does not want to be overheard by others during an in-office conversation.

She feels like she needs to explain why she will be out. She doesn't want to discuss the details. This isn't that hard.