Sara, I'm so sorry to hear that Macy is so scared. I can relate with you because my Cirrus is semi-feral and is so terrified when he goes to the vets that he becomes a wild animal. He's now know as "killer" cat there and I'm sure he also has a red flag in his chart.
Macy needs someone who is willing to work with her to gain her trust just like you have done. Everything is new to her so I'm sure she's acting this way because she's scared. I sure wish that there was a way that you could keep her. I really don't know what else to tell you. Good luck and please keep us updated.