I assume your question is referring to how Mrs. Drover reacts after reading the mysterious letter and then the flashback where she remembers the last time she saw her "Demon Lover". Initially her reaction is one of instant fear. Note the description:
Unable, for some minutes, to go on kneeling with her back exposed to the empty room, Mrs. Drover rose from the chest to sit on an upright chair whose back was firmly against the wall.
She feels a need to move herself so that she can see everything and nothing or nobody can creep up behind her. She then locks the door to the room and begins to plan her escape. This itself expresses her fear of meeting him again and the blind panic that drives her to plan her exit. Remembering him as well adds to this fear, especially the fact that "Under no conditions could she remember his face." As she comments, in a terrified tone:
So, wherever he may be waiting, I shall not know him. You have no time to run from a face you do not expect.
This in itself seems to express her futility of being able to escape and the certainty and terror of that reunion which was promised and is fulfilled at the end of the tale.