Secret Keeper: She knew more than one detail about Nadja's origins, though it's not clear how much. She does know that Colette was an Ill Girl not expected to live for long, but didn't seem to know who she exactly was.
Chekhov's Gunman: Actually, Rosemary was clearly seen in the first episode and in the background of almost all the Applefield orphanage flashbacks. We just didn't know that her and Nadja's bond was deeper than that.
Pet the Dog: Her words of advice towards Nadja before she departs from the mansion, leaving her on good terms even.
Plucky Girl: Her evil plans to become a princess failed in the end? Pfft, the life of nobility was boring and restrictive anyway. So she vows to move foreward and work hard to earn her happy ending, becoming a princess on her own terms.