While its a useful signaling device, I am unsure what pragmatic effects this will have. Much will depend on the state law as well as the state party bylaws and the bylaws of the county GOP orgs where her district is.
In NY, as a registered Republican, she would not need either the state or county party's permission to run but would have to get sufficient signatures (not always an easy task, especially if you are not the local machine). There is also specific language in the bylaws as to who can be kicked out of the party.
If they are successful at removing her from the election rolls as a Republican (she becomes a "blank" or unaffiliated) then she may not be able to challenge in a primary - again, all depends on state election law. In NY, state law is that once your party affiliation changes, you must wait an election cycle for that to go into effect. In WY, it could well be different.