That struck me, too. The only reasonable explanation I can think of it was part of her shouting that she had a baby (in her arms?).
I'm thinking that she instinctively turned her back to the direction the danger was coming from, and held the child in front of her to shield it from the threat.
That, and her statement was made while she was under a LOT of stress, and it sounds as though English is her second language.
Think about it for a second. She's hiding in a closet. The only way out or in is the closet door. She turns her back to the door with the baby in front of her to protect the child. She is in a panic on the phone. She says she has the baby in front of her. Shots are being fired outside. She is in fear for her life and the life of her child. She has no idea what has happened to her husband. Clearly she should have chosen her words more carefully, and should have known that some arm chair morality quarter back would decide that she is an evil person who used her child as a shield, and by implication most certainly bears culpability in the events that unfolded...
I think she meaans in the closet?