It's not incorrect and it is understandable. Although plenty of native speakers might use it, it strikes me as slightly awkward. I strongly prefer @Tarheel's version.
Note my corrections above. Don't leave a space after opening quotation marks. You had a comma splice. Between "events" and "they", you need either a semi-colon or a full stop.
Your sentence is possible. It's also possible to say "She can't have not heard about the events ...".
The construction is relatively unlikely from a native speaker. I'd expect something like "I can't believe she hasn't heard about ..." or something along the lines of Tarheel's version.