Great advice from @Tracy76
However it's not clear from your post - is the guest inside the room with the door locked or has she locked the door of her room, gone out and not come back.
If she is inside I would follow @Tracy76's advice. Make sure you have taken advice from the police or a health professional.
If she isn't, she could have decided to stay with a friend.
In either case call Airbnb straight away and ask them if they can reach out to the guest to put your mind at ease.
Do let us know what happens.