Henna - What's Her Story?

I just crossed the line from altruistic cat lover to the crazy cat lady. This is the latest rescue and these pictures do not do her justice. She's the most beautiful cat I've ever seen. I find it hard to believe someone dumped her, she must be lost. We'll take her in this weekend to the shelter and see if they can find a chip on her. She looks expensive although she's extremely thin, dehydrated, and half feral. How does a cat this gorgeous get misplaced?