I agree with calling the cops to check out an alarm that's been going off for that long. No need to key a vehicle.

As someone who's had their car keyed before, I'm with the folks that say turn her in -- unless she's willing to sign a full document admitting to act, and that she will be making full restitution. Furthermore, you shouldn't wait for Hertz to notice -- you should point it out, and give them the lady's contact info, so they can bill her for damages.