Is the woman who contacted me delusional? Should we avoid becoming further entangled with her by replying to her message?

As you have seen intuitively, she is a deeply disturbed person and that is the reason for her many assumptions about who might be harming her, and the fact she is being so targeted and feels manipulated at every turn, and is highly suspicious of anyone and everything. This does not bode well for your being able to improve things through email interactions. A simple perfunctory reply that you will pray for her would be highest and best at this point, rather than more printed communication, as that will simply become a focus for her in assuming it is another link to causing trouble by being intercepted and then bringing harm to her, and you will be drawn into a downward spiral of worsening circumstances with increasing responsibility and blame, from her perspective. So a simple promise to pray, and then to move on, would be best. You can do additional Protocol sessions for her, but it is best to not continue communications, for reasons we have stated.