Answer:
The answer is Conduction.
Step-by-step explanation:
In the first scenario given in the question where the student is holding the marshmallows on the side of the flame, she is subjecting the marshmallow the a heat transfer by radiation since the marshmallow is not in direct contact with the fire.
Heat transfer by radiation is done so with the heating of the air between the object and the heat source and does not need any contact between the source and the heated material.
And later when she places the marshmallow over the flames, the heat transfer type she is observing is heat transfer by conduction.
I hope this answer helps.