The truly sad part about Lady Jane was what happened to her two sisters. Because of Jane's supposed role in the uprisings, not only was she considered suspect, but also her sisters. Mary and Katherine lived under what amounted to house arrest for most of their lives, partly due to Mary's paranoia over the security of her throne, and afterward, because Elizabeth couldn't afford any threats, either, being the last of the Tudor line, unmarried, and in the vernacular of the day, "without issue." She was a little paranoid, herself. The book, "The Sisters Who Would Be Queen" is an excellent biography of Jane and her sisters, and is probably as comprehensive a work as has been written to date about the Grey family.
Their lives were largely ordered by powerful men who saw them as pawns in a deadly serious chess game.