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So I went to this singles happy hour yesterday, ordered a drink and just started talking to the girl standing next to me. By far the fastest I've ever approached a woman... so yay.
This is good. You opened a set right away

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So chatted with her a bit, she went to the bathroom and I started talking to a couple guys just to keep up the "outgoing" appearaince. When the girl came back she started talking to another woman nearby. Eventually I joined their conversation...
Hint 1: good that you opened her, but apparently the game was not solid enough to attract her. Otherwise, she would come back to you and continue the conversation.
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Anyway long story short when she was leaving I asked if I could give her a call some time. Her response?
Hint 2: She was leaving without notifying you. She is not attracted. And a PUA does not ask for a number.
"I'm not really sure what I'm looking for."
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I just said no biggie we can just get together and see what happens, but... how is she "not sure what she's looking for" if she went to a singles event?
Hint 3: this is not PUA-style. You are the selector, not the selectee.
Overall: you did good by opening her

You game did not attract her, but that's ok. It is a number's game. Do some reading on being a PUA, and you will be fine