。
What's she worried about?
Literal
She [topic-は] what [object-を] is-worrying [explanatory-question-のですか]?
~のですか combines the explanatory のだ with a polite question — asking not just for the bare information but for an explanation or context. Compare 何を心配していますか ('what is she worrying about?') with the slightly more probing 何を心配しているのですか ('what is she worrying about — what's going on?'). The のですか version invites a fuller answer rather than a short reply. The progressive ~ている marks her worrying as ongoing rather than a one-time event.