She's actually not stupid at all.

Literal

She [topic-は] really stupid isn't.

なかなかどうして is a fixed emphatic expression meaning 'actually, contrary to expectations, surprisingly so' — used to push back against an unspoken assumption. Combined with the negative 馬鹿ではない ('is not stupid'), it gives the strong sense of 'don't be fooled — she's anything but stupid.' The どうして here is unrelated to its interrogative use ('why'); in this fossilised idiom it's a dummy syllable carrying emphatic force. The sentence implies someone has underestimated her.