Nothing happened. Basically Male Lead was revenging against the Royal Family cause they destroyed his family (something was mentioned about his mother, she was assaulted or murdered, I don't remember much as it has been quite a while since I read it
and I also skipped many pages, also the Mtl was pretty hard to read) this is why he was targeting the Queen and having an affair. The child of the queen was his son as the queen said (as I said, maybe I'm wrong but I'll spoil what I seem to remember) born out of the ongoing affair, but he killed the child - the Prince in front of the nobles saying if it was his child he wouldn't be able to do that (or maybe the Queen was just using it as an excuse to hang on to him), although there was a trial in which they both were suspected of having an illicit relationship and the Prince's origins were also suspected.
Anyway, what I remember clearly is that after the trial the Queen was imprisoned and she jumped from there, after ML roughly pushed her away and mocked her, his goal of destroying the Imperial Family was about to be completed, everyone died in the Imperial Family including the Crown Prince who was FL's friend (he also asked her once to run away with him but it angered her cause she thought he wants to destroy her life as even if they run they neither have money nor that much knowledge of the outside world, they will be likely caught and she will be executed).
He met her after the revolt feeling betrayed and was angry with her as she was staying by the Duke's side, his jealousy and anger intensified when she pleaded to him to let her live as she has a life in her womb, so he pushed her or something and that's how it was here she lost her child.
The ML saved her and the CP was killed, in the ending, it was shown he was sleeping peacefully holding her (he would've become the Emperor), she opens her eyes and walks towards the balcony? thinking of suicide and she tried as well but halted her plans in the end saying she wouldn't be able to end her life not could she free from this labyrinth in which she's trapped.
I think she was referring to her imprisonment as a labyrinth cause whether here or there, she was always locked up in both places. There cause of religious fanatics and here cause of a twisted man's unhealthy obsession.