At the moment Carloine approached Darcy, he was thinking of Elizabeth but only because Sir William tried to make them dance -

a few minutes before:
Ch 6

[Mary]"was glad to purchase praise and gratitude by Scotch and Irish airs, at the request of her younger sisters, who, with some of the Lucases, and two or three officers, joined eagerly in dancing at one end of the room.

Mr. Darcy stood near them in silent indignation at such a mode of passing the evening, to the exclusion of all conversation, and was too much engrossed by his own thoughts to perceive that Sir William Lucas was his neighbour"

Caroline was wrong about his thoughts at that moment but not about Darcy's thoughts on the event as a whole. In fact, I think Caroline is pretty astute at reading Darcy - perhaps more than he is himself. That is why she is so threatened by Elizabeth after a mere mention of "fine eyes."