Experts here at JustAnswer are prevented by our terms of service from representing the interests of a customer off of this website. We cannot call a police precinct for you and make inquiries about an arrested person. We are a general information company and not a private investigative service. All we can do is steer you to where you can find this out for yourself. Bear with me, for a bit, however, as I may be able to be of some assistance anyway.
The above two experts have given you correct information. There is a scam going around where someone's facebook or email accounts are hacked and every one of their friends and loved ones in their address book gets a distress call. It's affectionately known as the "grandparent" scam, because they are the ones quickest to send money, as well you can imagine.
There are also romance scammers and one very popular scenario is an arrest at Customs and a request for bail. You can see that on the list of excuses here.
Scammers' emergency scenarios are scripted because they work. They are high on drama and short on credibility.
I don't know whether you have met this woman before or she's just your on line romance who was coming in to meet you for the first time when suddenly she was derailed from her plans and just wants to meet your money instead.
In any case, if she's not a citizen of South Africa the place to find out where she is is the Embassy in South Africa. It is their job to assist countrymen who have found themselves afoul of the law, to help them get representation
and to help them access their own money to bail out. There is nothing that you would be able to do for her more ably right now than the Embassy and her lawyer, assuming her crisis is real. It is the job of the Embassy to serve as a liason and a lifeline at times like these.
Embassies get notified upon the arrest of a countryman, but even if this one slips through the cracks, they will be able to find out quickly whether anyone named Donna Henshaw is being detained. If she's an American, you can contact the US Embassy that serves Durban. I am linking you to their contact information here.
If she has different citizenship, you can call the appropriate agency.