ghastley, you are right (and not right)!
In the picture she is actually headed west toward Miscarcand. She is standing near the place where the random Oblivion Gate opens next to Fat Ramp Camp, looking downhill towards the cave. The main entrance to the cave is off screen to the right, while the back exit is just visible behind the two trees on the right middle side of the image. Sai is actually not in the game itself, but it doesn't matter, as she has not yet met him when this screenie was taken.
ghastley, nice work and welcome to the

!