Has Lilly never been tested? The reason I ask is if she were tested but not vaccinated I would say not to worry. You keep her indoors so how would she have had contact. If she was not tested then the vaccine would have been no good anyway as she might have had the disease right from the start.
Either way, what I am saying is don't get all upset. (I've been through this too). Just get her tested and then keep her up to date on vaccinations. She'll be fine. Relax.