I believe this is "She Was the Music. The Music Was Him" (1970) by Neil Shapiro; it appears to only have been published in the October 1970 issue of Fantasy and Science Fiction.
The main character is Vanessa Insoul, a telepath and newly a "Commander of the Institute." In the opening scene, on Earth, she meets an alien on the Street of Times who invites her to a "VIBGYOR" game.
Ten feet out from the rail, equidistantly around the oval, the game colors were positioned at their starting points. The colors were in their globular, at rest, positions. It appeared as if they were seven differently colored glass spheres suspended a foot above the black, almost invisible, floor. Her own Violet was positioned between Blue and Red, the others - Indigo, Green, Yellow and Orange - were also hovering about.
Playing the game she meets Samuel, captain of a starship that is about to make a dangerous trip to deliver urgently needed medical supplies to a world that has somehow destroyed all but one of the last fifty ships that traveled there. Naturally Vanessa joins him.
The ship is captured en route and they are trapped in illusions. Vanessa's command of the Matrix can't help her because she can't find reality. The aliens who have trapped her put her onto a rock and force her to experience terrible emotions, playing them in a fashion like music. She uses the Matrix to visualize what they are doing, and uses her emotions to fight back
(Hate) they told her, because they needed that note. [...]
New black globes joined the dancing ones around her.
She fought back.
(Samuel) her own thought. Small, bronze statue of lovers. Drinks that made the mind spin on the Street of Times. One certain room. Their room. Samuel.
Softly violet globes, gentle ectoplasm engulfed the Blacks. The Blacks fled screaming, coalescing, dissolving before her onslaught as she attacked false hatred with her love, her own love, her real love. The harmony shattered, and a scream was in her mind, a scream of outrage, a sigh, a hating thought.
Vanessa tries to do the impossible, trying to apply two patterns from the Matrix at once. She half succeeds at each; she shields herself enough to mostly block the aliens attacking her and Samuel.
Samuel is freed enough to report back before disappearing and possibly taking his own life. Vanessa - remains. Like a statue on the rock where the aliens were torturing her. The criminal sent to try to bring her back went insane and died. The story ends:
Whatever it is, very few tourists visit that world. Those who have, who have journeyed to the fringe of Vanessa's place, refuse to talk about what they have seen. They will only say that there is a cold, hard silence along the hilltops, and that Vanessa stands in the valley below. And, they sometimes add, there is a hint of music about her.
You can read the story in the Internet Archive copy of Fantasy and Science Fiction, October 1970.