You are just up the road from me -- I'm in Fredericksburg.
With a small puppy and a high bed, I would stick to having her sleep in the xpen. The risk of falling and injury is high. When she is older, you can train her to use stairs to the bed.
Max slept in his xpen for his first year by choice. He insisted on having the gate closed and latched. I suppose that made him feel safe.
Although my boys are larger (11.5 inches to the shoulder), I was still concerned about them leaping from my high bed to run to the window in the morning. (these new mattresses and boxsprings are so tall!) I ended up putting my mattress on the floor. The sacrifices I make for these guys!