Yes but she's still contacting you. If she wants to talk, talk. If she wants to meet up, meet up. If she's being a bit distant about meeting up, don't push it. Keep in contact and it may happen eventually. You will see where it goes, maybe something maybe nothing.
I don't know what the situation is with you three but it's not as cut and dry as Roz suggested, I think - why is she contacting you all the time otherwise? Unless you've played up the way she's contacting you when you wrote about it.
2 "close" female friends may be up for a threesome together with another guy. It's happened before
I mean, she went out on a date with you. And then she said she wanted a second date. And then asked you "But what about my friend?" to me it sounds like she's keen but not sure what to do about the situation. She wants to know it's ok. Your response "What about her" didn't answer any questions and says you haven't thought about it.
And she's asking a valid question. I can't gather from reading this, where the three of you stand with each other. Obviously she's not sure either. You have to do some thinking and some talking, and bring up certain topics in conversation with both of them, to find out where you all stand.