Does compassion sometimes brake the rules?

Yesterday I was sitting listening to a 17 years old girl’s story about her escape from a warzone. She came from another country as a refugee, and has now been waiting for the UN to accept her as a refugee.
This precious bright young girl tried to be brave, but after some minutes tears came in her eyes. Tears came in my own eyes, when she said: “I am so thankful for getting to know Jesus Christ as my Savior. I have to admit that it is so difficult not to know anything about my future, but I will trust in God.”
Her father died in the war and she has been living together with 2 siblings and her mother in a refugee camp outside our city here in the Middle East for almost 3 years. Normally I feel I am able to comfort a little, or do some things, but I couldn’t change her situation, and I couldn’t promise her that I could speed up the UN’s decision.
The family was not allowed to work, but they had to care for their own needs (impossible situation) so of course we could help them a little with some wood for the oven and a little food, but really, I felt so helpless….
I was thinking about the story where a poster was telling “Swimming in the harbor is strictly forbidden” – and somebody had just fallen into the water – what do you do… Keeping the rules is a good thing, but honestly, I would like to put this precious family in my car… Anybody been in a simular situation? What did you do in addition to prayer? Any advise? How would you react if I did do it, get caught by the border police and put in jail? Could I still serve God?