] LUcy's suspicion had just been raised by Edward's recent visit, and Anne knew about it. To me, the flow of the conversation sounds like Lucy might have told Anne before "Find out what she really thinks about Edward, but be careful not to say too much! I cannot say anything."

My guess would be that Lucy said something like "I wish I could find out what went on between her and Edward! But I cannot say anything..." Anne then takes it upon herself to bring up the subject if she can, all the while Lucy is really wishing she hadn't said anything to her sister. What say you?