She's just a camera shy woman covering her face away from the camera, covered up with a hat & coat, that's all. No sign of any equipment, she's just holding her hand there. Maybe she's got ear ache, tooth-ache, neck ache, or she's more likely sheilding her eyes from the extremely bright lights that must have been lit at the time of shooting. They would have blinded her, so she just put her hand up to her eyes.
Radio equipment existed in those days, after all telephones existed too, so it's quite possible she's 'maybe?' holding up a small speaker/mic transceiver up to her ear, a small one at that, & communicating by 2 way-radio to another nearby radio transciever? The equipment would have been bulky back then. She's got a big coat on, she could be lugging about tons of gear to work it, big transformers, valves, batteries, and electronics. Oh.. & an ariel. Didn't the police, esp: senior police have radio telephones in their cars back then? They did, cos you see them in old 20s movies, so maybe she's using a wireless telephone working off batteries & valves?! I didn't notice if she was dragging a telephone lead or not. The only towers that existed then.. were the experimental Tesla Towers. It's quite possible she could've accidently travelled in time, but she would've been saying.. 'hello! hello.. hello.. are you there..? I think we're losing the signal..! hello!' but you wouldn't have heard her saying that cos there was no sound. Wake up! I've stopped typing now..