Honestly, it could be anything that you mentioned.
If this is out of place for her to do this, then I'd report it so that medical or psych issues can be ruled out and addressed.
Be careful how you redirect.
If she knows she's telling a tale, redirection usually isn't a problem, in my experience.
If she really believes it, you may meet with resistance... and sometimes it's not pretty.
You're not going to know what her statements will lead to, so you need to monitor, document and report.
Hopefully, you and your coworkers can have a discussion on how to best handle these stories so that everyone is on the same page.
I wish I could be so smart as to say, "Ah-ha! It sounds like mania/delirium/attention-seeking/nothing!", but that's not realistic.
She does sound interesting and I liked your story.
I bet you have more interesting conversations to come...