My green dot lights up as soon as I receive a message

I think it's more of a bug. Other people have talked about it on the forum. I don't see why one of the two people would be hacked.

If your friend were hacked, you would see them online for a long time, while it's impossible that she is because she is in class without her phone.
So it only happens when you send her something (and maybe it also happens when other friends send her messages as well)..
Either it's your app that is buggy, and the other friends of hers don't see this connection.

Or it's hers that is buggy and decides to "wake up" when she receives a message. Therefore, other people see the connection.

I'm leaning towards my first option ;)