The White Walkers shatter when killed so there would be no face to use, pretty sure she just sneaked through the lines.
You can see that all the dead are doing nothing at this time, they just let Theon run through them to get to the Night King just before.

"I'm a hundred miles away son, ready to strike"

GPL Racing: Average Drivers Club

SimHQ Motorsports: SimHQ Motorsports

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