I'm guessing in my following statement as im not a piggy expert yet but I think that she is eating the veg as its a treat (I doubt she got much fresh veg in the pet shop)
Focus on the hay as it should be 80% of her diet and keeps her digestive system going so don't worry about the pellets for right now. Try maybe a different type of hay and give her LOADS so she can burry herself in it. Try leave her alone as much as possible, she's only been with you a few days and if you look a her every few minutes to check if she's eating she won't eat. I'd give her a massive amount of hay and leave her alone as much as possible for a few hours so she can settle in.
If she isn't eating hay after trying the above for 1-2 days you may want to take her to the vet to have her checked out but if she's eating veg she is probably not sick.
Lastly, try not to overload her with veg, if she isn't get much veg before in her previous home it may upset her tummy a bit. Keep an eye on her poops to ensure they continue to be nice and solid. If so, she probably is eating the hy when you are not looking
Sorry, I'm not a cavy expert but I hope it helps a bit. I just got my cavies a few weeks ago and the experience told me I just had to leave them alone as much as possible (do have laptime etc but try not to snoop around the cage too much)
