Hi Plasma, welcome to you & Sandy
She probably was spooked by something & it's hard to know what. It might be good to leave her to settle in for a couple of days & just do very short handling sessions to build up her confidence. They can just freeze but I'm not so sure about what you describe as the purring then falling to one side. I would keep an eye on this & watch out for if it happens again.
Best wishes,
shiny