Before I begin, it's worth noting that she has mental health issues. She suffers from depression and her moods are often up and down.
Now, the last I heard from her was that her boyfriend wasn't happy with her speaking to me and she wanted to avoid it. Okay, fair enough. I respect that. She knew she had feelings for me and speaking to me wasn't fair on him.
She messaged me a few days ago out the blue saying 'I miss you'. I replied asking her if everything is okay. She then says yeah she's fine. I ask her what made her think of me and she didn't reply.
I'm thinking that she has something she wants to say to me but cannot or that she is super conflicted. Either way, i'm not chasing her or asking her. She needs to come out with it herself.
I think you're over-thinking things - and as you're not going to chase her or ask her, does it really matter? Saying she missed you was as much as she wanted to say, you might have thought this was the opening of a conversation - but that doesn't seem to be the case.