She has not tried to enter HK border. Right after she received HK student visa mailed from the sponsor of HK, she read the instruction on the visa that said that visa should combined with the 來港澳通行證. but she doesn't has 來港澳通行證. That's why she did not try to enter HK border.
Moreover, she is in China mainland staying in a relative's home, so she is not to entry HK by the third country.