Sorry you are having a hard time communicating with your niece. She might just be working things through in her mind and figuring out how she really feels before she shares it. Sometimes a mourner has pretty dark thoughts and might blurt them out and then when his/her mood is lightened feel bad those things were said. Perhaps she just doesn't want to burden you with those thoughts at holiday time (although I'm sure you would be willing to listen).
All in all, holiday time is tough and not just for the widowed, for all those who find themselves separated from family. Just continue to support her and let her know that you are there for her to "vent" -- that you could be her receptacle and when she is done, you will also release it and not share it with others.
If she is a member of Facebook there is some very good support for widows on there. In these groups, everybody gets it and she might find more solace there. A new group just started yesterday where there are chats going on about different subjects. This the website to join http://www.thewiddahood.com/. You can get to the facebook link from there.
Soaring Spirits Loss Foundation also has a nice program called WidowMatch where widows in similar circumstances are matched up for peer support.