Can someone please help me with a KOI problem?

Sorry to hear that. I don't know how many Koi you have. There as several factors that may have prevent her from spawning (remember koi are omnivore):

she did not find a place,

she was stressed,

since it's winter, her immune system is low, but parasites are still active

you need to have 50% of your pond covered with vegetation, preferably lilies. add a few rocks at the bottom so the eggs can not be accessed by other koi.

Pond is too small, and most tropical fish can tolerate nitrates as far high as 60 ppm, goldfish can tolerate even more sometimes up to 80-85 ppm. Ammonia and Nitrite is deadly to tropical fish at 0.5 ppm and even with koi and goldfish those levels should never be allowed to exceed 0.5 ppm.

However as your PH increases ammonia and nitrite will become deadlier at lower levels because PH is the measurement of loose hydrogen ions in water. Ammonia requires these ions to form and become deadly. So if your water is naturally above 7.0 PH then you have less room to work with than described above, if its below you have more breathing room.

I only know this because African Cichlids enjoy high PH hard water (7.8 or so) and I raise them so I have to be extremely careful with my Ammonia and Nitrite build up.

Do your fish appear to be gulping? Especially at the surface? If so this is a sign of ammonia or nitrite poisoning and if the fish was carrying eggs than it hit her much harder than normal. Cooler water carries oxygen and as a result of the fish breathing makes hydrogen ions more readily available for waste to develop into ammonia (remember that ammonia being deadly at 0.5 ppm means that only one ammonia molecule must be present per 2 million water molecules for it to be deadly).

I would expand your pond by as much as possible and provide many hiding places, spawning is very exhausting especially for females, although I highly doubt it caused her death it may have contributed if other factors were present.

I would also add Lillie's or other hardy live plants, they "detox" the Nitrate (end product of ammonia and Nitrite) so its really the only to complete the process of waste breakdown. Plus they provide nutrients and oxygen for the fish.

I might also mention that despite the information, fish wont spawn unless the conditions are for the most part good or acceptable so really just expanding your pond and adding live plants should do the trick. Everything else is about monitoring the water quality.

Your pond is to small and not wide or deep enough .

Koi need 1000 gallons for the first koi and 500 gallons plus for each additional koi.

Ammonia should be 0 Nitrite should be 0 Nitrates should be under 20.

Your over stocking caused this your water parameters are not perfect you caused the Death of your fish .