To say "the noise outside shook her from her reverie" implies she was lost in pleasant daydreams.
What if she was lost in worry or unpleasant thoughts? Is there an equivalent term (single word or short phrase)?
In psychology, what you are describing would be called rumination. It is where a depressed person gets caught up in their depressed thoughts. To quote the Wikipedia article:
Rumination is defined as the compulsively focused attention on the symptoms of one's distress, and on its possible causes and consequences, as opposed to its solutions.
The part about it being "compulsive" refers to the part about getting stuck.
When I wish to increase my unhappiness, I brood on things. Oxford dictionary:
Think deeply about something that makes one unhappy
You might have a look at dysphoria.
dysphoria n. a state of dissatisfaction, anxiety, restlessness, or fidgeting.
I've usually used "in a funk", though now Wiktionary is telling me that that specifically means "to be in a depressed mood" rather than "being caught up or preoccupied with dark thoughts", which is how I've always meant it.
It also tells me it's shortened from "in a blue funk", which I didn't know, but has a nice consonance with @Malvolio's "in a brown study".
I have always liked brown study. It means exactly what you want, but Wiktionary denounces it as "dated".
Time to revive it!
However, Wiktionary omits the depression/despondency aspect and says just “the state of boredom, malaise, apathy or lack of interest; a state of listlessness; ennui, or tedium”.
Though it can be a little awkward depending on the context, daymare is the closest word I know to what you are asking. It means literally "bad daydream."