Am not sure if it's a good idea for a solo woman to go to Diu but am sure that Diu ain't thG great of a place to visit. Fort, Church, Caves, Church and a museum is all you'll find and none is worth it! Personal opinion. Happy Traveling!
Diu is not such as great place for solo Traveller. The place is all highlight bcz of availability of alcohol. As we know Gujarat is dry state. so mostly Gujarati go, for just an nice beach side view and alcohol with no restrictions.
It's all depend on individual you can consider precautions while travel solo .and be careful about the areas and time you are exploring the place .
because travel is all about give yourself chance to explore differently . thanks mourish nagar