After talking to the Don how do you bring her to him? Or what do you do to save her from him?
if you agreed to work as a thug for Don then you should go back to Cassie and ask her if she knows Don then she will tell you his story, after that you go to sleep and when you go down the stairs to see Cassie she will no longer be there, then you will go to Don's guard and there she will be and this is where her route begins.