In the final episode of Daredevil season 1, "Daredevil", Matt convinces a cop who was on the take with, but hiding from, Fisk to divulge information about Fisk's crime ring and the people involved, leading to several arrests.
While it's likely he might not have named Vanessa as part of that process, the cops still found Fisk with her in his high rise when they arrested him, giving her a very expensive engagement ring and kissing her in the process.
So why was she able to basically walk around free? Wouldn't the cops want to bring her in for questioning or possibly put her under watch? Yet she makes it to a private helicopter with seemingly no fuss from anyone with authority and gets away.