You read my mind and I agree completely with you on this one, she looked too straight forward and not in character with what we seen so far from her.
I e Nova is certainly daring and not too shy about certain situations, but not to the point that appear from these screens and yes, the illusion hypothesis you theorized have a lot of points, and it would make for a great scene honestly we will see how it unfold.
That being said I'm very curios to see how it will go with Calypso, that expression she's making can have a lot of means, especially because the background remind of Ogygia.
Could it be another illusion as well? Like a nightmare where she's will try to kill Orion or something similar? That crown she's wearing looks similar to the Galadriel's nightmarish scene at
Lothlórien, uhm... Dang My mind is going at 1000 mph, now!!!