At the moment, I think her only concern is to escape the lust of Manfred.
She knows the gates of the castle are locked yet it isn't safe to hide in the castle.
'Delay might give him time to reflect on the horrid mesures he had conceived.'

'Could she reach the alter before she was overtaken, she knew even Manfred's violence would not dare profane the sacredness of the place; and she determined , if no other means of deliverance offered, to shut herself up among the holy virgins, whose convent was contiguous to the cathedral'.

Sometimes widowed noblewomen and presuambly brides, could take the veil as nuns.
I don't think she'd have to yell 'Sanctuary' ;) I believe that was granted by the priest. Possibly she could live in the convent till her fate was settled.