You'll have to explain what's happened here. She is a formidable woman, but she can't hurt you, she might think you too young to understand.
And besides, if she has already died, then her marriage to Henry should be void: 'till death do us part'.
Either way, you should speak to her. It would only make things worse if you don't. I could be there with you if you wish, it will be easier if you have someone's support-and who better than the one wife who hadn't slept with him.