If the student is your dependent, she is a resident of the state in which you live.
She would file a resident Delaware return.
Virginia filing requirement for a non-resident is: Single or married filing separately $11,950", this would be income related to VA. If she made less than that, she does not need to fie for VA.
She will also need to file a Maryland state return as they have a special non-resident tax.
Maryland and Virginia have a reciprocal agreement, and that may be why there was no state tax withheld from her MD paychecks. Since she is a resident of Delaware, the reciprocal agreement does not apply.