From what I’ve read, and the 2001 Anne Frank: The Whole Story, it seems that she was with Margot.
But an edition of her diary has an introduction and in the Epilogue says that she was not with her-as if the two had been seperated.
I saw a video at the Anne Frank house in A’dam in which they interviewed a neighbor who was in the same camp with Anne. I’m pretty sure she said that Margot was in the same camp. I don’t know if they were actually in the same building when Margot died. The neighbor did mention that Anne was aware that Margot had died and went on to say that Anne assumed that her entire family was gone. Her dad was in a different camp and Anne had assumed he was dead.
I don’t have the sources right in front of me, but I’ve read that they were in the same block at Bergen-Belsen when they died. Both girls were suffering from the typhus epidemic that was sweeping through the camp, and one day Margot fell out of her bunk and died a short time later, not having had the strength to get up off the floor. Anne died a few days afterward. 
That’s what I’d heard too. I guess the wording, of the Epilogue of the diary, threw me off.
One thing I was relieved to find that she wasn’t completely alone. Irma Menkel-a barracks leader-
told her story to Newsweek , and Anne didn’t know that she herself was that sick and went peacefully.