。
She had a frightful look on her face at the time.
Literal
She [topic-は] at-that-time terrifying expression [object-を] was-doing.
~顔つきをする ('to have / wear an X expression') is the same construction as ~顔をする, with 顔つき adding 'set / cast of the face' nuance — implying a more fixed or studied expression than the fleeting 顔. 恐ろしい can be either subjective ('I find it terrifying') or descriptive ('terrifying-looking'); applied to a face, it usually means the latter: a face that frightens those who see it. The ~ている here renders the ongoing past — she was in the state of having that face on, not making it once.