The words in Ellen's mind got stuck in her throat, no matter how hard she tried to tell her father, she just couldn't voice it out. A lot was at stake.
The king might still insist on having Ann's head, when he learns the truth.
Forget about Ann, her main fear is Queen Regina. The woman was evil, and she was sure she would go any length to make sure the throne remained in the hands of her son William.
Not only will Richard's life be at stake, but the vicious Queen may also even get rid of her father. The scary part is the fact that the king trusted her blindly. He is holding a poisonous snake, like a priced jewel.
In the end, Ellen decided to keep the truth to herself. What is the point of becoming the crown prince, if he would lose his life before he Wills it.