How was she being stupid if the transcript is true?
She initially thought the woman was asking which company/charity she was from/where they were based (which is a perfectly normal assumption at an event like this). Then after the Africa question she realised she meant where was SHE from, and she said the UK. She was then asked her nationality, to which she replied she was British.
How is that "acting stupid"?
For starters the whole transcript reads like two socially inept people trying to converse. But let's drill down into it.
If you are a none white person in this country and have interacted with enough white people (to be fair people of other races will ask the question sometimes), you will eventually have the "where are you from" conversation. Most likely more than once in your lifetime. So when you hear the question in future, you will know what someone is actually trying to ask you.
The fact that she was asked this question multiple times and still didn't understand what LSH, was actually trying to ask, tells me either this is the first time she has had this conversation (highly unlikey given her age), or she was acting like she didn't know what was going on. A.K.A acting stupid
Initially she answer the question with the company she works for which is nonsense. I don't see how the correct answer to the question "where are you from", to be the company you work for. I don't think I have ever heard that question used in reference to the company you worked for. Then to answer with where the location of the company is, When asked "No, where are you from?". Nah I'm not buying the BS that this is a normal assumption. For starter the "you" was probably emphasied when asked a second time but more importantly that would have been a hint as to what LSH was actually trying to ask. Just another minor thing in a list of dumb minor nonsense, that adds to this awkward conversation.
Then when asked about where in Africa she is from (which should have been a big hint on what LSH was actually trying to ask, as ham fisted as her attempt was), rather than using that opportunity to clear it up and explain her heritage and ending this whole awkward conversation, she decides to be obstinate in her answer and continues the game where she act like she doesn't know what LSH has being trying to ask.
Then when asked for the fourth time, she responds with the UK. I would have expected this to be her first answer not that BS about the company. She gave a one word answer to the question. So she is still pretending to not know what LSH is asking her.
FH was acting dumb. She new exactly what LSH was asking but decided to drag this out probably because she knew there was a recording device nearby and she was going to milk this interaction, for all it is worth.