In the cinematic, she's holding a scroll with a glowing glyph on it (akin to what's seen on the corpses commented on by Melonni and Kormir during the mission - which has its origins with the main antagonist of Nightfall).
Which is what folks believes she took due to the animations and the odd placement of having that scroll. And it's supposedly (proven? not sure) to be used in the rituals Varesh performs.
It's also assumed that's the scroll Bahltek talks about when he's seen in the Fahranur explorable.