I've always felt conflicted about this. I want to say, "No," based on her last speech, "He have his goodness now." Although she was anguished about him dying, she supported his decision. As a Puritan, she knew what a sin lying was. Her confession would have been a lie.
On the other hand, she was so obviously devoted to her husband and children, maybe she would have lied. She was a good Puritan woman and above reproach, but I think her family would have been her weakness. Part of me thinks she would have damned herself to take care of her family. In her heart, she knew her innocence and the foolishness of the men around her. She was meek and humble except when her family was in danger. Then she wasn't afraid to defy the courts to protect her unborn child or John's life and reputation.
Such a hard question...
Regardless, I think she would grapple even more than John. She was godly and would have worried about her soul; however, she would have also worried about her family.