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Poor Cariola. She's really between a rock and a hard place.
Cariola is the Duchess's maid and one of the only two people (the other being Delio) who originally knows about the Duchess's marriage to Antonio. The Duchess trusts Cariola completely, but also doesn't take her completely seriously. Why? Well, Cariola may be the Duchess's confidante, but she's also her servant, and the Duchess frequently dismisses her concerns and suggestions.
While Cariola is unwaveringly loyal to the Duchess and does like Antonio, the whole secret-marriage-secret-family thing freaks her out. She promises the Duchess she'll have her back until the wheels fall off and serves as the sole witness to the Duchess's marriage to Antonio, but also closes that scene by saying "Whether the spirit of greatness or of woman / Reign most in her, I know not, but it shows / A fearful madness" (1.1.491-93).
Cariola sticks by the Duchess even when the rest of the courtly entourage has left for greener, less evil-brother-infested pastures, and is finally captured along with the Duchess by Ferdinand.
Cariola's death comes moments after the Duchess's, and there's a sharp contrast between the two: while the Duchess dies in a dramatically momentous scene, full of dignity and resignation, Cariola scrabbles and begs until the bitter end, doing everything she can to convince Bosola to spare her life. Poor girl.