I'm going on the assumption that the student didn't hear the message before 4:30. After all, if she wasn't interested or responsible, she wouldn't have called back at all and wouldn't have shown up promptly at 8am. So, assuming she didn't get the message until later, she did the only thing she could do: leave a voicemail for the OP assuming OP would hear it first thing in the morning, got up, got ready, and arrived early. Seems pretty responsible to me. After all her other option was to assume the appointments were no longer available and not show up at all. If she was the slightest bit unsure, I think leaving a VM and showing up is the right thing to do, especially since there was no time in between to call and wait for an answer. If she did that, she would have missed both the 8:30 and 9:00 slots.
Now, if you had told her "I'm sorry I didn't know you were coming, Lisa isn't here, let's reschedule", and she had gotten indignant or something, then I could understand thinking her rude. But I'm leaning toward someone who did everything they could to show up and be responsible rather than just looking like a no-show.
I can appreciate that there wasn't a lot of time and that's not anyone's fault but in my opinion that means that you need to cut her some slack on just showing up. She only got the message the night before and is likely thinking that since class starts the following week, she may not get another chance at this interview. No one's fault that the timeline was really tight, but I think under those circumstances you have to be a little flexible to other people's schedules as well. I'm not saying you should answer the phone at night, just that you maybe should understand why she just showed up...she didn't have a lot of options at that point. I bet if she had 2-3 days to schedule the appointment, there would have been more time for her to connect with you during your office hours.