Jude: I wanna thank you for sticking up for me today.
In your own, highly dysfunctional way, it (What she did, right?) was really cool.
Sadie: Yeah I pretty much rock (She's cool?) huh? And so do you cover girl.
It = her action, yes.

Rock - yes, "to rock" is to stand out, to succeed, to look good, to be cool. Urban Dictionary can probably help you here Emotion: smile
Thank you, D!