@Wulf0 , I strongly believe this potential guest is still persuing the idea of booking directly with you, not through Airbnb - and then possibly stiff you for the payment, and/or possibly get the foot in the door with a one night stay- and then just staying longer...nightmare!
If there is a reservation number, you would have gotten it from Airbnb, and then the cancellation from her side or from Airbnb. It is not too difficult to just make up such an official looking note from Airbnb.....and why would she send that "copy" on to you?
I really don't believe that Airbnb messed up in this case....on the outside chance that they did, you gave her the right advice to contact Airbnb, and she is still coming back to you... A one night possible reservation isn't worth all this drama. She is working on something, trying to keep you engaged- I would just drop it all together and not communicate any longer. Good luck!