I would think that she was trying to find out where Hailey was and I would have less suspicions about her complicity in this case.
After she called DD and was told that HD never went to MB's, wouldn't she wonder if she had heard Shawn right, or if Shawn had gotten the message right, or if Hailey might have said something further like ' I/m going to MJB's if she calls me back otherwise to Heather's."
My husband is notorious for getting our kid's 'messages' wrong. He says the wrong friend's names and doesn't know the correct names for the local hangouts. I ALWAYS had to call and confirm with my kids because his original version was often wrong. I don't understand why she was so sure that Shawn had the information correct that she had no urge to confirm any of it with him.