Did she convert? If she did not renounce her faith in Hashem then I don't think it is a very big sin.
I hope no one gets the wrong impression by this statement. Intermarriage IS a very big sin. Even though technically the children are Jewish under Jewish law, still intermarriage is a terrible crime.
That being said under this case I don't know if what she did was the right thing. It needs to be checked, because a Jew is not supposed to give up his life unless 1 of 3 things- Idolatry, murder or sexual immorality. The question is would this case fall under that or not (for sure with any man if she was married to a Jew, but since not, its a whole discussion and I don't know the exact answer).
But either way she could have 1) be "married" legally for the documents w/o having relations with him. 2) legally divorce right after getting the papers, etc. No excuse to stay if and when the danger to life is over ( I know emotions involved, but still the greatest emotions and actions is to G-D, they cannot be true soul mates).