Why is my dwarf in a fey mood but not claiming a workshop?

If your dwarf isn't claiming a workshop, it usually means that she's looking for a workshop you haven't built. The fact that she is "unfocused after being unable to practice a craft" also seems to suggest that you're missing the right workshop for her.

Look at her skills for a hint of what she might want. Is she a competent gem setter? Then you'll probably have to build a jeweler's workshop.