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I'd stay armed and vigilant, but I think you have to evaluate the immediate level of threat. Can you stay inside and call the police if she shows up? Is she empty-handed and seeming rational (still wouldn't trust her, but wouldn't shoot her either) or screaming and swinging a baseball bat? Is she accompanied by a few thugs wearing black hoodies? I'd definitely consider a home security system if you don't already have one, preferably one you can check from a remote location.

I also think that when I found out she was on the loose, I'd have called my local law enforcement agencies. I live in a smaller town just outside Austin, and the police here are pretty friendly and proactive. If they knew a convicted felon had slipped parole and was possibly on her way to the area wanting to harm a resident, I suspect they'd pass around a photos and keep an eye out for her just in case. I think they'd also be inclined to temporarily increase patrols in the neighborhood if they felt the threat was credible. And if you found out while away from home that she was on the loose and were concerned that your home was already compromised, I feel fairly confident that my local police department would be happy to make a quick check of the house before you went in. Worst-case scenario, you have big-city cops who are too busy to actually do anything but you at least have it on record that you were concerned and tried to take measures to avoid a situation.

Just what occurs to me off the top of my head.