They clearly know each other, but I think it's not a very close relationship. She was there to pay homage to Hayate, the third examiner in the Chuunin exam. Kakashi was paying homage to someone named Obito, which is why he's always late. I would guess that she knew that because it's something the whole town knows, seeing as he's there so frequently.we have yet to see any ANBU do anthing spectacular in a fight yet, most have died without much of a combat. So far ANBU are worthless to me. I hope we learn the story of the female ANBU who is friends with Kakashi thru the link of the person who died that they both still miss and pay homage to at the stone memorial. I mean learn the whole story more, like flashbacks when kakashi and the female ANBU were young. Were those two and the one who died the three that were trained under the 4th hokage? Just like I enjoyed the flashback with jiraiya(sp?) and his bell training.