I do think it would be great to have an actual, concrete diagnosis. However, there is a chance you could go through all the pain and suffering and the biopsy could STILL be negative and that will not rule out celiac. It just means the damage was not found, NOT that she doesn't have it. The doctor could miss it, the gluten challenge might not have been long enough, (my doctor said 6 months eating gluten), etc. etc. If she is told she does NOT have celiac (when it kind of looks like she does) then she might feel free to continue to eat gluten - even occasionally - and her health will not improve.
Some doctors won't diagnose without a positive biopsy. Others will take into account family history, symptoms, response to the gluten free diet, etc.
Some schools, colleges, camps, will require an actual diagnosis in order to provide accommodations. Of course, a diagnosis of gluten intolerance would also work in this case.
What blood tests did she have? Maybe she was not given the whole panel (not uncommon) . . . maybe if you revisit that you could get more information.
Anxiety and depression are also symptoms of celiac disease.
From my experience, my youngest son was diagnosed first. Once I learned about celiac disease, I realized I had most of the classic symptoms for about 5 years. I was extremely anxious, but I attributed it to being sick all the time and my doctor not finding anything wrong with me. My blood tests were positive, so I went gluten free with my son. Suddenly felt great. Then doctor wants to do biopsy. Says I hadn't been gluten-free long enough to change outcome so I did. Biopsy was negative. New doctor (at Celiac Clinic) says to go back on gluten for 6 months and do another. I made it about 6 weeks and felt terrible again. Stopped and just went gluten free. I didn't need a positive biopsy to tell me I shouldn't be eating gluten. My doctor diagnosed me with "gluten intolerance" even though I had positive blood tests and a son with celiac. I clearly have celiac, but who cares? Treatment is the same.