It is unlikely that a thin goat would produce milk unless she aborted very late in her pregnancy, the udder doesn't normally gear up for milk production until the last couple of weeks or so.
Phantom pregnancies are actually quite rare, but there are things which can cause wide-spread abortion in sheep flocks - like Toxoplasmosis, enzootic abortion etc.
I don't thjink you will find out what has happened to her at her previous place, but I would watch her closely - even if she couldburst/aborted/kidded fairly recently she may well be back in kid. If she is not I would expect her to be coming into season any time now as well, if that hasn't happened by end of October I would definitely get her scanned.