Whores lie. Everyone knows that. They lie with their bodies and they lie with their words. They lie to the customers and they lie to themselves. They pretend there is pleasure in their suffering, that they aren't doing it for the money, that they enjoy the customer's company. They say they're happy and content, they claim they don't care about what society says. They lie.
Shae was good at lying, she learned the art of it from a young age. When she met Tyrion she lied to him with ease. She told him what he wanted to hear, that she desired him, that he was handsome, that he was the most interesting man she had ever met. She laughed at his jokes, she listened to his stories and she gave him the pleasure all men desired.
Then as time passed the lies she told him slowly became more and more true and she began lying to herself. She told herself that going to Kingslanding against Lord Tywin's orders wasn't that dangerous, that the gold Tyrion paid was the only reason she followed him. She told herself she wasn't in love with him, because whores can't afford love. She said this so many times she almost believed it.
Then he got married, and she told herself that it didn't hurt, that she never dreamed of doing the same. That she was happy as Sansa's handmaid, that it didn't bother her to see them together. That she wasn't jealous.
When they accused Tyrion of poisoning the king she thought everyone lied about giving him a fair trial, about his guilt not being decided yet. Shae knew better. In the end, she wasn't sure who found the truth out about her, Lord Varys or Littlefinger, or someone else, but they brought her in front of the queen. She ordered her to testify against her brother. She offered her gold and to marry her to a knight, but she knew the queen was lying. She also threatened her, with pain beyond her imagination if she did not say what she wanted. That wasn't a lie.
When she stood on the witness' stand looking at him she saw fear in his eyes. Shae couldn't tell if it was fear for her or for himself. Then Lord Tywin started questioning her.
"This man stands accused of murdering King Joffrey. What do you know of this?"
She should have lied. She knew her words didn't matter anyway, that Tyrion's fate was sealed. She should have tried to save herself because her lover was beyond saving. But she couldn't do it. All those years, all those lies, and now, when it mattered the most she couldn't look at him and lie. So she told the truth.
"He's innocent. He didn't harm the King. Someone else did it."
The crowd erupted into yells. She saw tears in his eyes as they dragged her away, and those tears were more precious payment than his gold and jewelry ever were.
They stuck her in a cell and left her all alone, but she knew that once the trial was done they would come and punish her. Maybe the queen or Lord Tywin would see it through themselves, or they would just send the Mountain. Whatever it was, she knew that she was going to die in agony, after hours and hours of pain. She wouldn't let that happen. Shae took off her belt and swung it across one of the roof battens.
Even if she lived as a whore, she was going to die as an honest woman.