Maybe she thinks the local shelter is a "kill" shelter and does not want the cat to go there.

If you see red flags, avoid the situation. You don't want to be part of what you suspect may take place. Or ask her to give more detail about where the cat comes from.

Ditto to what Socks said, if she can't give you information about the cat's current situation don't get involved.

I'd tell her I need more info if I'm going to help. It's possible she doesn't want to take it to a shelter since they would check for a chip and contact the owner.

If it is a neglect situation, then offer to help her find the right resources to rescue the cat. Contact the local SPCA for advice and also cat rescue groups.

If she has already 'rescued' the cat, she should still talk to the groups above for advice. One never knows how bad the cat was being abused & neglected, so I'll hold judgement.

I wondered if the critter bit someone, maybe. The whole thing made me uncomfortable. It turned out, anyway, there aren't as many as one would think. I suspect those "independent rescuers" sometimes get called out as hoarders.