I think I may have caused harm to someone I care about

As-salamu alaykum. I'm really beating myself up over this. A few months ago I started talking with a Saudi woman while we were discussing politics and religion online. Over time we grew closer without really noticing our feelings. We both come from strict backgrounds - she's Muslim and I was raised Jewish - but after she shared Islam and its culture with me, I began seriously considering converting. Before this I hadn't been very religious, but Islam started to make sense to me and I wanted to change for my own sake. We developed feelings but never entered a proper, permitted relationship. She told her mother that she had someone suitable she might marry someday because I was actively converting. At first her mother seemed okay, but when she learned more about my background she became very upset. Her father was visiting at the time and the mother threatened to tell him. Then there was silence for about ten hours, and finally she sent a message saying they couldn't talk anymore and that she was going back to Saudi because of the situation. She thanked me for everything and then blocked me everywhere. My conversion hasn't stopped, but I'm really worried about her safety and well-being. I know we acted wrongly by getting involved in an impermissible way before marriage and before I was Muslim, and that weighs heavily on me. She had been guiding me through learning about the faith - she wasn't very observant either, though she was born Muslim - and I feel lost now that she's gone. I don't know how to proceed or how to make things right. Jazakum Allah khair for listening.