Your first mistake was to get involved into this thing.
Second mistake was talking to her boss.
third mistake was you think the massage lady is/was your friend.
tbh i dont know how they work. For me no massage no money is wrong thing already. thats non-sense. if its like that then she could it at home or free working style. paying to the shop for your off day is another scam thing.
I think no massage no payment thing may be true. I would try to find out if its true that she really pay to the shop when she leaves for the home. Thats the first time i heard of.
Now i know you think shes your friend, nice talking, doing good massage, being kind to you... but this is a general tactic by all of them. The main idea is to find a husband or boyfriend to support them & family. The shop owner is my friend or family friend is another very common thing.
i dont want to be mean and not saying all of them but this sound like it was a trap for you.
i suggest change the massage shop, im pretty sure you will meet with almost similar story ????