I posted a part of this on a different thread, but here are my observations about who and why she is screaming:
1) if you look at the assassin positioned on the stairwell during the fall, he is dressed andooks like Sherlock. Dark coat, dark curly hair, high cheekbones es, etc. I think that he, along with the other person I'll mention in in #2, worked together to kidnap the children. The girl easily could have mistaken that assassin for Sherlock.
2) the red-haired police officer at the computer screen when Sherlock states which factory they children are at, is Moriarty's mole. He conveniently throughout the episode and then rushes in to the factory in front of the rest of the police. I believe it is him whispering, "quietly, quietly" to the children as he snuffs out the candle and moves them to the location inside the factory where they are found.
He then is seen having a side conversation with Donovan after the girl screams at Sherlock in the station (easily planting doubt in her ear.)
he is, Imo, the only email looking at Lestrade through the blinds when the assassins are mentioned to Sherlock on the rooftop.
This guy is everywhere!
To further this, but possibly a stretch, is to say that together with the Sherlock-lookalike assassin, they resemble the Sherlock/John pair to a Mercury poisoned child and she could have been screaming/pointing at both of them. (the idea that she wasn't aiming at just Sherlock was mentioned earlier in this thread and this pairing might address that.)