Ouch, then it seems even more difficult situation. First of all it affects you personally very strongly and secondly you have professional ethical duties. I hope you manage to sort this situation out for yourself so that you can either carry on with her or do what ever else feels right.

I believe that a thorough understanding about why wasn't she attending the appointments is necessary though. I hope you gather enough courage to really ask her what happened, what was she doing while she was supposed to be meeting you, how come this happened just after she had confirmed the meeting with you, what does this "my head" mean etc.