Thanks so much for that valuable context. I revere Hamlet above all other works of English literature except for the KJV, and in my reverence, I may have assumed too much about others' knowledge. I just looked up the quote and saw that people keep asking online if it comes from the Bible!
Perhaps I should have said that if you see a line like it from Shakespeare, you can get a solid idea of what it means from the context and the many Shakespearean scholars and critics who have analyzed it. By contrast, with Didion's line it seems "there's no there, there." I'm not sure how you could pin down what it means unless Didion herself has commented on it (which I haven't seen if she has).