Well, it’s been made clear by the inference of the budding Command Spells on her hand (which ufotable made into a much more obvious piece of foreshadowing than the VN did) that she’s involved, and naturally she knows what’s going on as she’s from one of the big mage families. So when she freaks out seeing a Command Spell like hers on Shirou’s hand, and sees him hanging out with someone named Saber, it could be passed off as just her worrying about him and being curious or jealous, but if you put it all together (as well as that long shot of her being left behind as the others walk off) it builds up into this aura of oh nooooooo.