I actually haven’t quite figured out the continuity. (Boldly assuming there is one, although I like to make a little narrative out of the titles and images, filling in the little details...) I think Tanya was a captured lesser noble, whose family couldn’t afford her ransom, and was punished with eight hours of the cross. Once she had been broken on the wood, she was released and made a submissive, but terribly weak from her nailing, house slave.
Once Thessie and Dixie had been sentenced to crucifixion, Tanya was ordered back onto her old cross to complete the trio. Notice the lack of ropes — she’s totally obedient, even to the point of excruciating agonizing death.