Is this Helena: Master of the Guardian Stone...?
Helena Croisen, bastard child of the family, thought she would finally be acknowledged when the power of the guardian stone manifested in her. Little did she know, a conspiracy was going on behind her back — one that would end with her beloved fiancé stabbing her in the heart. As Helena draws her final breath, a mysterious voice speaks to her. “Do you wish for vengeance?” Next thing she knows, she’s gone back two years in time! Will Helena be able to avoid the same tragic fate this time around?
The female lead, Helena Croisen, is the illegitimate daughter of a deceased marquess. In the first chapter, she's shown running for her life through a forest from unseen pursuers, whose voices can be heard in the distance behind her.
She runs into her personal knight, Sir Rakain Hekeus, who tells her to go left to a boat she can use to get to the border, and that he'll hold off her pursuers; he also tells her not to trust anyone and to keep running no matter what. She's confused as to why he'd be helping her, as she believes he's loyal to her half-sister and rival, Byatt, but she goes left as he advised.
She then runs into her fiancé, Leonard Osman, who greets her with a warm embrace but thrusts a dagger into her heart, and explains that her death will result in her powers being transferred to her half-sister, whom he intends to marry since she isn't a "bastard child" like Helena. Rakain sees this and comes running, but is too late to save her.
After dying, Helena regresses two years into the past and wakes up three days before her powers manifested. Rakain is very protective towards her from their first meeting in this new life, and in chapter 6 she begins to suspect that he regressed into the past as well. This is confirmed in chapter 16, although he doesn't confess it to her until chapter 50.
You can read the full manhwa at Tapas.