Since she's a "Classical" player I'd be asking questions that are more pertinent to that. A big topic would be the lack of repertoire for sax even in modern orchestral pieces.
A series of questions can then proceed from that such as which concertos or orchestral pieces she has performed and likes; the most challenging; technical aspects such as vibrato, slurs, and aspects of playing only found in Classical playing or never found in Classical playing.
A follow up would be to ask if she has considered commissioning a piece for her to play and what composer she would choose (if she had the funding).
What future does she see for professional Classical players (considering that she must be a very fine player, but probably couldn't survive as a professional unless she taught).
The more pointed your questions towards who and what she is as a player, the better your interview will be. I wouldn't ask many questions about gear...that's like asking a great architect whose pencils they use.
Interviews are about bringing forth the person, not just facts that are incidental. A good interviewer is a good listener who takes in what that person says then delves deeper. If you are just asking a list of questions and don't listen or follow up then I wouldn't do it. Check out the great interviewers and see how their technique works. Again, it's about bringing forth the person you are interviewing.