I've been looking everywhere for the transcript of that and can't find it. I keep thinking why would she say that to him? I mean we all have pretty much figured out what could have been going on, but can't prove it.
Maybe she knew she was being held captive. And the reason she was was because of her upcoming testimoney at Daniel's death inquest.
She did tell one of her friends on the phone from the Hard Rock (and i saw the woman say this on TV): "i can't leave the room" or "i'm not allowed to leave the room".