I too can’t walk past another human being who is in distress without helping, however you can make things worse.
Try not to give cash. If she’s got some sort of addiction, you could be fueling it. Also, giving money makes them vulnerable to attack.
Firstly, make sure she’s has food, warm clothing and something to sleep on/in – think about the rain and cold.
Secondly, get in touch with your Social Services. Here in Brighton we have several Out Reach centers. Make sure she’s aware of them, they can be helpful and have experience. It can be hard but try not to duplicate your efforts.
Try and enter some sort of dialog, maybe she’s more comfortable speaking to another woman.
Engage the security guards, do they have some history about her.
Finally, many, many people living rough have mental issues.
Well done on your efforts so far, good luck and keep us updated.
Nigel