If she lives in Saudi Arabia then she does not live under Shia law.
You can't go there and *help* in any way. If what she says is true, that would put you in serious danger. If what she says is false, that would also put you in serious danger.
You clearly can't help at a distance, either. You can't send money, and presumably you don't have the sort of influence that would be useful.
So the only thing you can do is encourage her to work with her (Canadian) consular representatives, but you should by now know, if what she says is true, they almost certainly cannot help either.
I say "if what she says is true" because you can't be certain about that. What this might be building up to is a request to send money or physically come to a third country to meet her when she successfully escapes. If this is a scam, that will be when bad things happen.
You (quite reasonably) dislike the suggestion that this might be a scam. The reason I and others bring it up is that 100% of the people who are scammed believe completely that the damsel in distress is genuine, just as you do now. Maybe she is genuine; who knows. But you need to consider the possibility that you're mistaken.