她来自中国。她来自中国山西省。

In chinese,with 陕西 the pronounciation is shǎn xi. And with 山西, the pronounciation is shān xi.

But in English, 陕西 is Shaanxi, and 山西 is Shanxi

I'm pretty sure it's 她来自中国，她来自陕西省。

since you brought up xi'an, 陕西and山西 are two different provinces in china, but the capital of 陕西 province is Xi'an.

她来自中国西安

她 来自 中国 山西。