I think that Margaery is no longer a maiden. She was married to Renly for too long. Renly may be gay, but he was all ready to go on his wedding night according to Lady Merryweather. He was dumb but he wasn't so dumb as to leave that particular deed undone.

The only way that I can see Cersei getting out of her little jam is finding out about Arys Oakhart being dead and making the Mountain in the dungeons one of the Kingsguard. If that is the case, Margaery also would use him as a champion, and she would get out as well.