Haining worked in Budapest from June 1932 as matron of a boarding house for Jewish and Christian girls in a school run by the Scottish Mission to the Jews. In or around 1940, after the outbreak of World War II in 1939, the Church of Scotland advised Haining to return to Britain, but she decided to stay in Hungary. When Germany invaded Hungary in March 1944, the SS began arranging the deportation of the country's Jews to Auschwitz II-Birkenau, the German extermination camp in occupied Poland. Arrested by the Gestapo in April 1944 on a variety of charges, apparently after a dispute with the school's cook, Haining was herself deported to Auschwitz-Birkenau in May. She died there three months later, probably as a result of starvation and the camp's catastrophic living conditions.