She was kidnapped. X lured them to some backwater town, and made a puzzle. Neuro's prey ran off, he chased it, and he left Yako with the police officer, which was actually X.
X transformed into the person who killed her father, and she fainted from shock (I think, he might've used the ole hankerchief trick).
X also has the power of HAL, which he used to steadily brainwash Yako into what you see now.