We just had our second date and it was wonderful. It went much longer than expected, we even kissed and held hands when I walked her home. 
She is getting more comfortable around me and whenever she speaks about how she feels I try to give her as much space as I can to really express what she wants to. 

So she told me that after our last date she felt so bad for me that I was “forced to spend time with her” that she felt a strong physical urge to toss herself under a train. 

So I hugged her and told her that so far we have spent solid 20-ish hours getting to know each other and even though I know about some how her worse personality traits I haven’t found absolutely anything I’d dislike about her. Also that I appreciate her talking to me about her feelings and that I wanna figure out a way in which she can express herself to me freely and without any  fear of judgement. 

…but how do I actually do that? How do I make her feel safe when the only place where she feels at least somewhat in peace is her bedroom? 

If you have any experience with dating someone with social anxiety please share what you have learned.
Thank you very much.

Edit: she’s already getting professional help