Should I go after her ?

GO AFTER HER! Tell her what really happened, if need be get your niece to help explain the situation. If she really loves you she'll listen and feel like a fool for ever doubting you. Show her you feel the same way about her by going after her. If you just let her leave she'll think she was right and that you do have a "new girl" and could possibly move on with her life and stay in America. If you have strong feelings for her as you say, you need to move fast to make them known!