One of the main themes you might like to consider is the Divine Right of Kings. At the time the play was written, it was widely believed that monarchs owed their power to God and God alone. God had placed each king and queen on their thrones and only God could remove them. As such, monarchs were answerable to the Almighty, and not to their subjects. Any kind of rebellion or uprising against a divinely-appointed monarch, no matter how cruel or repressive, was not just treason, but blasphemy.
In The Maid's Tragedy, the king takes full advantage of his divine right, ordering Amintor to marry Evadne as a way of covering up his affair with her. When Evadne's brother Melantius finds out what's been going on, he's furious. The king's dishonored his sister, and he immediately seeks revenge. Initially, Evadne dissuades her brother; like most of the king's subjects, she's internalized the Divine Right of Kings, believing it to be a sin to kill one of God's appointed monarchs. Later on, however, she goes along with Melantius's assassination plan, and actually ends up killing the king herself.
Having regained her honor—or so she thinks—Evadne goes back to Amintor. But her husband cruelly rejects her, causing Evadne to kill herself. Despite the king's deception and his dishonoring of Evadne, Amintor still holds fast to his belief in the Divine Right of Kings. The message is clear: to defy the will of God is always wrong, no matter what the circumstances are, and can only lead to disaster.