A female friend just labeled me as her brother. Is that worst that being friend zoned? Or what does it mean?

My best friend (BF) is a female. She also happens to be my fiancee's best friend from grade school. The BF just so happens to have all the same interest as me. I look at her just as a friend. I figured she did too. I have saved her life a couples times and bled on at least two of them. One required a hospital visit.
Two weeks ago we were standing at a street corner getting ready to cross. she was on her phone texting. I was paying attention to my surroundings. I saw a girl texting & driving approaching a red light, and she wasn't slowing down. She hit a car and the car spun out of control and was heading in our direction. I grabbed my BF and picked her up ( probably should slung her over my shoulder. But i carried her across my arms) and got us out of harms way before the car slammed into the area we were just standing at. She gave me a big hug then an awkward stare into each others eyes it looked like she was going to kiss me romantically. Then a cop interrupted to ask if we were ok. Snapped her out of it. The following weekend she called me her brother. I asked why the brother title. She says "It's less weird than calling you my best guy friend. Makes you ( me) sound gay and we all know you're not" Then she mumbled something about saving her and last weekend then got into her car crying and drove off. Haven't talked her since. Figured it was best to giver her space.

If being called a a brother by your female friend a bad thing? Is it worst than being put in the friend zone? She has never said i put you in the friend zone to me. Never been really friend zoned even though we were friends. I've always thought friend zones was when you're single and trying to get into a girls pants and they put you in the friend zone, to never have a shot at her.
Or is it her way of putting barriers so that nothing intimate can happen.
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For those that are asking why does it matter because I'm engaged. It's because my fiancee has cancer. She is more than likely going to survive it. But 5 months ago when she thought she was going to die from it she told me & the BF that if she does die from it, that she has no problems with us dating and seeing where it goes from there. She told us that she would rather have us date and maybe marry me because she knows that we would take care of each other better than anyone else she knows.
A female friend just labeled me as her brother. Is that worst that being friend zoned? Or what does it mean?
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