While the Catholic Church has not referred to our Lady as a Martyr. There is a long standing tradition that there are two kinds of martyrdom.
a “White” Martyr, is someone who suffers persecution for the Faith, but is not killed for his Faith. They are also sometimes called Confessors, as they confess openly the Faith and suffer for it.
“Red” Martyrs is a term for those who suffer and die for the Faith.