Lolly Blue is somewhere that she doesn't know the name of. Yes, you can guess that Lolly couldn't possibly know the names of everything (despite all of her conniving and info-gathering about the ponies she's worked with over the years) and she's making a big deal out of nothing (As in nothing here in this nameless world knows her). But she doesn't know the name of any of the people here. Can't ask. Most of them are dead.