What does exactly "les" means in "Se les puso nerviosa"? Did she get angry with them, while with them or are they just concerned with the fact that she got angry ?
It means in general that the fact that she got nervous affected them in some way. It might mean that she got angry at them, or that they all did some risky activity together and she had some nervous attack which hindered the activity, for example. Again, see dativo ético.