My females all lay in a bathroom trash can filled with damp (damp enough to make a ball with the sand but not so water drips from it) sand. The trash can is about 12 inches deep and I fill it with 10 inches of the damp sand. The top is approximately 6x12 so my ladies have room to move around and dig. Invariably they dig to the bottom to lay their eggs and then fill in the tunnel.
They are fussy about laying and won't lay unless the conditions are acceptable.
They can become egg bound if they don't lay.
Since I have been breeding for awhile I have noticed something interesting - if the eggs are infertile they may just start to drop them from the branches here and there or in a shallow hole like your girl did. However, I wouldn't count on it. Being egg bound can kill your girl. I would be sure to have the proper container for her to lay in even if she wasn't mated.