How was I to save Tanya?

[DonOfTheMidWest]

She was burned by her demon after i saved Mary. Was i supposed to kill her? What was the secret that the reverend forced her to keep anyway?

[Solidus's Revenge]

It seems that each character can die at the very end depending on some of the key choices you make with them throughout the game. So even if you save Mary, one or more of the others can still just die.

It's an interesting idea/mechanic, but it does suck that the reason they die at the end is a bit vague, so you don't necessarily know what to do differently the next time.

[Morten]

Whether they die or not depends on your choices throughout, and their character traits.
The more correct choices you make, the more character traits you can fail to unlock and still have them live.

For example, if you burn the doll, you'll need to unlock more character traits to survive.