Probably. I don't work at MAC but I've worked at Lancome and in a retail store and you could tell if you look it up. I don't think you should be embarrassed, people do returns all the time and if you go when she's not there I HIGHLY DOUBT she would check to see who returned things under her.
Just because I go to her all the time. eek. It didn't work out for me this time, so I already returned. I did go to another Macy's to return. I know it will show her through her sales goal # but I was wondering if it would show her the exact items that were returned.
^ returns usually effect the store it was returned to not the store it was originally purchased from as odd as that sounds so she may not see it at all. Even if she did I think you may be overreacting a little bit..... if you go to her regularly I'm sure she values you as a customer and doesn't mind a return.