You both have been imprisoned in the cell beneath the Scept of Baelor by the High Sparrow, Margaery did not expect that it would happen to Loras before you and her were arrested and caught, she knew that it was indeed Cersei's doing knowing that she got you imprisoned before Margaery.

She got up as she was walking over to you comforting you that she crouched down to where you're sitting at, "it's okay I'm here with you!" She knew that she made a promise to you that she would protect you at all costs.