。
She shouted that she was safe.
Literal
She [topic-は] herself [subject-が] safe-and-sound [is-だ] [quotative-と] shouted.
無事 (ぶじ, literally 'no incident') is the standard word for 'safe and sound, unharmed' after a dangerous event — earthquake, accident, war zone. It functions as a な-adjective and is the go-to word in news reports and reassurances ('彼は無事です' = 'he's okay'). The quotative と with 叫ぶ ('shout') frames the content of the shout as an embedded clause, with 自分 and 彼女 referring to the same person — 自分 is a reflexive that points back to the matrix subject.