Calling him makes sense if she is indeed an actual friend, not just a client.
So why sit in the car for 25 minutes while Missy sets up? If I was that close a friend that I had his number and that I'd feel it was my responsibility to tell him this awful thing had happened rather than letting LE do it (which is one of the things they do all the time, it's their job), then I wouldn't sit in the car, I'd go say hi or help set up, I wouldn't just sit around alone while in the parking lot while Missy was also alone setting up for the class. That's my only problem with this scenario.
It could be that the timeline is wrong and she wasn't waiting for 25 minutes. Maybe it was someone else, who wasn't close to Missy, and there are crossed wires somewhere. In that case how have the PD arrived at the timeline if, as is said, there was no timestamps on the CCTV?