There were spoilers (There's almost always spoilers) that showed Christine Laing involved, and in her EF costume, and I think it was just assumed that she was reprising her role as Marian, we just weren't sure in what capacity at the time. But you asked from a spoiler-free perspecitve.
I think that Christie was mentioned in the PR (though I don't remember) but she was not listed as Marian. Something like "Shackled Lady" or "Female prisoner" or something of that sort.
Had you been watching live with no spoilers, and did not remember Marian from S2, you probably did not realize that it was Marian until the big reveal at the end. Even if you DID remember Marian from season 2, you might not have realized it until the first prison scene in TNPLH, since Marian was only on screen for a very brief time in Snow Drifts.