Yes, the store should have reimbursed her (you can't claim it's store policy that all sales are final when the sale doesn't actually result in, you know, the transfer of a product).
But calling 911?
I'm trying not to laugh, because CLEARLY this woman has issues but come on:
"This is an emergency. If I would have known they didn't have McNuggets, I wouldn't have given my money, and now she wants to give me a McDouble, but I don't want one. This is an emergency."