The story would appear to be "The Master" (1989) by Diana Wynne Jones. It was originally published in Hidden Turnings but considering you think you read it in an anthology of stories by the same author I imagine you actually read it in Unexpected Magic: Collected Stories. The reviews on Goodreads mention brief overviews of the story but I have found the below review that is even better.
I had thought that “Mela Worms” was one of the strangest DWJ short fiction I’ve read, but then I read this. First published in the Hidden Turnings collection in 1989, “The Master” starts out with a newly-qualified vet heading out to deal with an “emergency”, although she couldn’t even recall the caller’s name perfectly. Once she reached the location, she is greeted by a man who calls himself The Fool, and who indicated that the one that called her must have been The Master.
She follows The Fool into the house, trying to get him to tell her what the emergency is, or at least how to get The Master so that she could see what it was that needed doing. The Fool didn’t tell her much – avoiding most of her questions, really – but it was eventually revealed that there had been a murder on site. The murderer, according to The Fool, was “Annie”, who turned out to be one of three wolves inhabiting the area.
Without any information at all about the mysterious Master, the vet had to deal with three very hungry wolves, and the Fool, who may or may not be dangerous himself. As one of the wolves made out to attack her, the vet wakes up – only to receive a phone call from the very same person that called in her dream, asking for her help, because there was trouble with an experiment involving wolves.
She started to get ready to go, recording the story on tape, in case she didn’t return. At least, she said, she had some idea on what lay ahead now…
GhostGrrrl Reads, “The Master” by Diana Wynne Jones
I found this with advanced title search on isfdb for the title being exactly
the master which got me these results. I then looked through the list for "SHORTFICTION" by a female author and then just searched the titles and authors to get their descriptions.