Those sentences have different meanings. You'd say "Why didn't she say something yesterday?" if she had some kind of issue yesterday that she did not talk about. I'd translate this as "¿Por qué no habló ella nada ayer?"
The original sentence, however, indicates that she didn't speak at all that day, maybe because of a throat infection. "Why did she not speak/talk yesterday?" Or "Why did she not call yesterday?" in context of phone calls.