Well yeah but even if she goes out the Queen will still kill her. Afterall she was used by the Queen to embarassed the Prince in the very beginning so why would she allow a useless pawn to run away, right? So I guess she had no other choice.
And... If the prince somehow doesn't trust our kind and loyal Canaria, I would cheer her up to leave the palace. I mean, she has done so much for the prince, at least he can do to trust his wife.
I think that as long as she sees Canaria becoming useless, she’ll throw her away without a second thought. Killing would just be a waste of man-power and she did mention that Canaria reminded her of her younger self so she won’t be that adamant on killing one girl. If she had to kill, she’ll do so when Caesar gets caught up in the fray and is killed as well.
You know, I might feel bad for Caesar but I want Canaria out of that palace. She’s just a sheltered princess who’s never had to work a day in her life, never had proper education, never had friends that would be there for her and never had the chance to go out and see the world. Plus she’s had to deal with the queen countless times, thinking up excuses so she won’t get killed. That palace life really takes a toll on her mentally and someday, even physically.