I agree this is an issue however to be able to say with an adequate degree of certainty that this was the case in this instance. We can't possible ascertain whether she was questioning her 'Britishness' or just clumsily making small talk.
Making people nervous to ask people where they come from in case they're accused of racism is something that should not be happening.
When I was more hands on in faculty work I would take the role of supervisor to PG students, oftern international students. It was a regular occurance for them upon hearing my northern accent to ask where I was from, assuming I was Scottish. It was a regular occurrence but never a point I took as an insult more an opportunity to lighten the mood and get to know one another. I'd reciprocate and enquire about them, where they came from etc. I never once was accussed in this process of getting to know someone as being racist. I have many a time asked UK students of BAME heritage about their heritage - not because I am in some way subtely racist, I am the polar opposite but like to know who I am dealing with.
Marlene Headley, parents Gladstone and Mildred Headley are from Barbados. Marlene's children all carry her birth family name, Headley, not the name she has chosen to run with now. She has chosen to ignore her rich caribbean heritage and for some reason chosen a Nigerian first name and a second name that is that of a West African nomadic trible of herdspeople and farmers.
If we look at a transcript Melanie/Ngozi has produced you can see her mind was loaded. She is stood dressed in African clothing with an African name on her name badge.
Lady SH: “Where are you from?”
Ms Fulani: “Sistah Space.”
SH: “No where do you come from?
Ms Fulani: “We’re based in Hackney.”
SH: “No, what part of Africa are you from?”
Ms Fulani: “I don’t know, they didn’t leave any records.”
Melanie/Ngozi could have said that she was not African, though her actions clearly communcate that she wants to be seen as African, or that her parents are from Barbados but instead she offers what seems a confrontational statement - I don’t know, they didn’t leave any records.
I'd say that this is all a part of her grift. Ngozi is her stage name to validate getting funds for her charity and she is milking this situation for all that she can.