Ella se niega a pedir ayuda porque tiene más orgullo que don Rodrigo en la horca.

[details=“English Translation”]She refuses to ask for help because she has more pride than Don Rodrigo on the gallows.
[/details]

to be proud as Punch

Literally, “to have more pride than Mister Rodrigo at the noose”. It refers to Rodrigo Calderón, who is said to have shown immense pride in his final moments before being executed by beheading (he was not hanged as the phrase suggests).

(tener más orgullo que don Rodrigo en la horca - Wiktionary, the free dictionary)