Yep, I agree with minarova, Tomato Bunny, Eeep! and Sammycat.
Your friend was definitely wrong for not telling you the change in plans. How did she think you were going to find them? Was she planning on coming outside to the Club at the time you planned to arrive, and look for you? Or did she just assume you'd check the bar next door?
Additionally, friend knew that (a) you - a young female - were walking by yourself, at night; and (b) the weather was cold and miserable. I think that puts more onus on her to communicate, and find you.
And ((hugs)), it sounds like it was a very uncomfortable night all round.