It is shocking how she could have been so clueless and didn't like the first answer, so kept going on about it.
I had a similar incident when taking my daughter to a hospital in London, its more than 10 years ago now, the nurse asked me where is 'she from' nodding towards my daughter, I gave her our nationality and she persisted, 'no, I mean, where is SHE from ?' then it clicked that she assumed my daughter was adopted. I did explain DD was mixed race and told her my husbands heritage, , I can't say I was offended, but I was taken aback.
That being said, my daughters are very proud of their heritage, and if asked where thy are from, they will say our nationality which is the country they were born in and same as their dad was born in, however they usually do add they are half my heritage and half their dads heritage.
With regard to asking a white person where they are from, if you ask most Americans that question, they will surely answer you that they are from wherever in the US but are Irish or Italian or Polish or whatever, from their great, great, great grandparents. I am not so sure if the same is true for Europeans, and I do know a few Aussies who will add that their parents are from UK or Asia or wherever..