As hard as he tried to hide the shock- and what Margaery interpreted as mild horror- from his face, she definitely saw it. Felt it, at first, in his grip, which in turn drew her attention to his face.
Before he clammed up, the words that squeezed out hinted at a knowledge of something dire, but none of it made sense to her.
"My lord- will you be telling me why all the blood suddenly left your face, or should I try and guess?" she asked after it became obvious he wasn't going to explain.