Since C&C is OSR, I'll assume a lot of the concepts are similar to AD&D, which I've run solo and 2 PC groups before. In general, keep combat to a minimum (which AD&D heavily encouraged), focusing more on social and exploratory aspects of the game.
Consider setting up a mystery for her, possibly backed by some sympathetic guardsmen (think of Rhomann Dey in the Guardians of the Galaxy film) who can't legally do the things that might need done. They can't help her much, but can steer her in the starting direction, and possibly help keep the guards away from her when they can.
Another option would be for her to be part of the thieves guild, when the assassin's guild decides to start murdering guild leadership (or so the thieves guild believes). This feud could start to spill over into the public eye, which is bad for both guilds, and she needs to figure out who's really behind it all. Perhaps a rebel assassin has become a death worshiper, a thief is trying to eliminate the leadership to take over, or a third party desires both eliminated (for either good or evil purposes).