That is sticky and I'm sorry you are in that position.
I'm still thinking about what I would do. My initial reaction was Stay out of it! But then I thought, wouldn't I want my friend to tell me?
I really can't say either way because you also have a professional relationship with her which is something to consider.

However, one key line that stands out is:
Anyway, I think they told me because they aren't allowed to talk to her but are hoping that I will warn her somehow.

If you aren't sure they want you to tell her, this coudl make things even worse if you are not supposed to....