Ah, Marignon is a fiendish opponent in the hands of this specific lady... However, you're not the only thing sneaking around, and I'll get you yet.
There are three things that can end the game for you:
a) you do not have a positive Dominion in any province left;
b) you do not own any friendly province anymore (being inside a castle still counts, though);
c) you (or someone else) fulfill the victory conditions.