They are keeping an eye on some - I read a news article just recently about two people being stopped coming back into the country as they were suspected of having travelled to a training camp.
I imagine they also kept tabs on her although how easy that is is another thing, especially if she is involved with underground terrorist cells and people who can help her disappear. There seems to be some information known about her movements and who she may be involved with that the media has got its hands on and I don't imagine that our intelligence services (or those around the world) are going to be too forthcoming about their activities, who they are watching, why and where.
What makes me wonder is the suggestion that she is involved and, moreso, the suggestion there is a British woman, believed to be her, with them in the shopping centre in Kenya - time will tell if that is the case as I imagine that, unless she was smuggled out early, she hasn't much chance of getting out now.
The situation seems generally unclear, reports of no more hostages then that there are still hostages. It must be an absolute nightmare of a place to search.