Her constant sighing is her frustration that Lee is wanting to talk about Caylee and how to find her and his insistance that Jose might not be acting in Caylee's best interest and that all he cares about is himself and keeping information from LE. She is pissed at him, she was hoping that all they would talk about is her and how he was going to get her out.
She is barely keeping it together, she looses her ability to keep up the farce half way through and then starts to get irritated and answers his questions with one word answers and lots of sighing, how she didn't just say "forget it Lee, I don't give a rats behind about Caylee and only come here in the future to tell me how I am getting out of here, goodbye".