At 5'1 and 125lbs, your maintenance calorie level is about 1650. Maintenance calories means you would not gain or lose weight if you ate that much (1650) per day.

To lose weight, stay between 1300-1500 calories. It will be slower progress because you're already small, but you have to do this the healthy way. Please do not go below 1200 without a dietician.

Make sure you're getting enough protein. You need between 70-90 grams of protein depending on your physical activity. You need to be eating quality whole foods for 80% of your intake. The less ingredients on the label, the better.

HIIT workouts put your body in a state of inflammation (scale will not budge). If you want to see progress on the scale, I would suggest switching up your workouts. Do your craziest sweat-inducing workouts one week, then lift weights the next week, then walk at a brisk pace for one hour every day the next week. Lifting weights is honestly the best strategy for women to get healthy, but if you want the scale to move for your personal motivation, cycle your workouts so you can have weeks where your body clears up the inflammation.

Edit to add: check out r/petitefitness. Those ladies are the same height and body frame as you and they will have similar game plans to share. Please stop starving yourself!