CC was loyal to the King and fought for England. King is assassinated, CC is burnt at the stake as a witch.
CC takes her first 'death' and the betrayal that lead to it badly, and vows to truly become a witch and becomes more cold hearted.
She eventually meets Maryanne who is the first person to inspire loyalty in her again and she would have sworn herself to her, except Maryanne of course is murdered and CC yet again loses someone she cared about.
Out of that loyalty, she watches over Leloluch and Nunally to protect them in Maryanne's absence.