I agree with the above. She should not have been allowed to sneak in when a departing customer opened the door. Also, "calling ahead of time" shouldn't have meant she got in. She was informed during the phone call that you closed at 2. She said she could get there before 2. She didn't.
By the way, never believe anyone who says they can be there in 10 minutes (if you have a kind of open-ended job, as I do, where you might actually wait for the last client). Invariably it means 25. My phrasing now is always, "If you can get here by 6 PM, great, but I'll be leaving at that time so if you think you won't make it, we can set something up for tomorrow." So no surprises. Otherwise they might show up at 6:30 expecting to still find me there.
Also, I don't think you need to communicate at all with late customers banging on the door. You're closed. The door is locked. They can figure it out. When I approach a business and the door is locked, first thing I do is glance at their posted hours. If it's locked, and it says closing time is 2, and it's after 2, I deduce, "I guess they are closed." If I can figure that out, they can too.
Sorry but this kind of behaviour still makes me mad, even decades after my first retail job, in which I had to deal with customers banging on doors, trying to sneak in through the out door, trying the other door, looking puzzled and/or angry, etc. Sorry, but the pittance I was paid was only up to closing time, it hurts to stand on your feet for 8 hours, and employees want to go home at the ends of their shifts.