I’m in the do nothing camp, too. Sure you could say something along the lines of “There’s a scam like this going around I heard be careful, ask lots of questions!” and leave it at that.
If they get taken all that the kind musician’s are out, is an couple of days work really. If she’s off with the money, it’s possible none of us will ever know if she was for real. If she isn’t, it doesn’t diminish the generosity of the community any, I think.