Right away, Vanya knew she had been made a fool out of, and she could not even say a word because she was complicit in the plan. Bastien said he wanted to confess to Olivia using the 'knight in shining armor approach,' and she naively believed it.
Now, Cylus was asking her questions as if he suspected her of something heinous, and Vanya was being forced to compound her lies. She never expected anything bad to come of her actions, at most, Mina would not trust her going forward, but she had not foreseen anything happening to anyone else.
It was common knowledge that Olivia was precious to Cylus, and any person who was dumb enough to touch her would suffer. Unfortunately for Vanya, she was a main suspect, and she was wholly at fault.