I totally disagree that she was playing along. It is clear that she has no clue who Colbert is. The staff that were surely contacted to setup the interview may have known Colbert somewhat particuarly after the Colbert Roast at the press club gig earlier this year. But whether any of her staff may have seen the show I am sure Ms. Holmes had never seen it herself. Like a dumb lawyer that asks a question that they do not know the answer to Ms. Holmes should never have given an interview to someone from a show/organisation she knows nothing about.
Again: no way is she that good of an actor, political disingenious skills aside.
Forgot to say that that was absolutely hilarious. It was one of the best LOL bits I've seen in a while.