Mister Fandango
Fleet Captain
Obviously he doesn't know, because she wasn't dead. But she was going to be executed, and it was going to be by Regina. And he's going to learn this, from Marian herself, in addition to what happened to her before she was captured by Regina and why she was so scared of revealing her identity.^ He already believes that knows what happened to cause her death, and Regina had nothing to do with it, so whatever she says isn't going to really change anything.
I'm not really sure what you're having trouble wrapping your head around regarding this.