Once the Capitol understands what happened they keep her in lockdown. They don't waste any time before they start the interrogations. To them it's no big surprise that Haymitch is gone. After two days of endless questioning with no results (she knows nothing, or so she tells them), they take her to a prison and put her in solitary confinement. She was prepared for this – she knows, she was way too close to the Mockingjay to be let go.
She holds on to what Haymitch told her the night he left, a whispered promise of hope, his mouth close to her ear, gripping her firmly by her shoulders, mumbling that she should keep up the play of the fashion crazed escort, that they wouldn't kill a blind follower of President Snow.
He only told her so after she refused to go with him. There is no doubt in her mind that had she gone, there wouldn't have been any hope for her mother and brother.
The rebellion must be successful, because the days have grown darker for her. It has been too long since they started torturing her. And while she clings to the hope of her family surviving, time lets all hope she kept for herself fade away. When she hears the peacekeepers talk about the latest developments in the war she gives up the speck of hope to be freed when the Capitol would be taken by the rebels. When they bring her the tray with food she doesn't move, feeling too weak to eat.
The guard who comes to get it tosses the roll at her, hissing "Eat it" at her. Knowing well what happens if she doesn't follow orders she starts to gnaw at the hard rye roll. She bites a second time and feels paper between her teeth. With a slight panic she pulls it from the food, glances at it for a split second and stuffs it into her mouth, almost choking when she swallows it. The words on the paper let her find some sleep that night. "I'm coming for you" – She doesn't need a name to know who it's from.
A week later Haymitch breaks open the door to her cell.