When she felt overwhelmed last time she still spoke to me and was OK, so I'm confused why she wants to be left alone unless it's something to do with me this time.
I'm not trying to be needy, but I just think a small bit of reassurance is normal right?
Right. I think it would be a really good idea here to remember that YOU HARDLY KNOW THIS PERSON. 'Just over' a couple of months (so what, a few days more?!) - seriously that is nothing. So, bearing that in mind, yes, your comments above are a bit concerning. No, she shouldn't be mainly thinking about reassuring someone who is basically a casual acquaintance when she is feeling down. No, it really isn't at all about you so you can stop being 'confused' that someone you don't know very well has acted differently to the way she did a couple of weeks ago, or whatever.
This woman hasn't acted unfairly to you at all. She has informed you about her situation as you've got to know her better. She's asked you for space because she wishes to be alone - she hasn't dumped stuff on you, or acted erratically. She's just said she'd rather be alone. If you're going to take that personally when you've known her only a couple of months and start elbowing your way into areas of her life she might not want you to - well, that's concerning. Controlling. Needy. Bossy.
There is no story here except your slightly, slightly concerning response. Even your comment 'she hid it quite well for two months' - do you realise how you sound here?! Two. months. is. no. time. at. all.
She hasn't 'hidden' anything from you - you just don't actually know her yet.
I would give her the space she's asked for and really dial things down a bit.