Credit report be fraudulently wiped clean?

[Amy A.]

I had an applicant who seemed perfect.  Middle aged, quiet, bookish, divorced woman with an old cat.  She mentioned that she had owned a home in the past.  She answered all my questions and her answers were perfect, so I got a deposit from her immediately to put her application first in line.  

The credit report came back un-scorable, with no information other than a couple of previous addresses, birthday, and 2002 as the year the report had been started.  I searched the public record and found she had 2 mortgages on the home she said she had owned.  I also called her work but it's a large company and would not release any info. without her signing a special form.  I emailed her asking about the credit report and asking for paystubs, to save her time.  I wasn't too concerned about the credit report because they sometimes makes mistakes, but I asked for her maiden name and if she was sure she had input the correct SS#.

Her response was strange.  Said I was unorganized, she never had any problems renting in the past, and that she was frustrated and concerned by the process and wanted her deposit back.  I wrote back stating that her over-reaction indicates that something is amiss, and that I would refund what was left after mitigating for the loss of rent due to stopping my advertising efforts.  I said that I hoped to refund the entire deposit.

Next I got an excessively apologetic email, admitting that she was rude, and telling me to keep the entire deposit due to the trouble she had caused so that we can move on in peace.

I'm not sure what to make of this.  Either she is 1. Mentally ill, in which case I should refund the deposit to her after deducting for any actual loss of rent.  or 2. Guilty of credit report fraud (I don't know how) and thought I was close to catching on and reporting her to somebody.

Either way, I dodged a bullet on this one.

What do you think I should do?  Keep or refund the deposit?