My paternal grandmother of German descent (Alsace-Lorraine, so there's prolly some French & Italian in there, too) used to react the same way to those pronouns. "Who's she!?" she'd always emphatically correct. Even if we had indicated the person just previously, and especially if it was my Mom or someone of authority to a child.

us: "Mom said we could sat up late. And she said we could watch the movie, too."

Grandmom: "Who's she!"

This always left us pretty confused for an answer.