It's really an interesting read, although too easy to say "it's also unlikely Dracula was a vampire, afterall" , but as i said in a long post once i like to think of the series as a work of "historical -fantasy- fiction" so it's still very appropriate to find connections and mistakes in the setting and overall unfolding of the supposed "historical events" in the series, where possible. That said, in Sotn and subsequent drama, is it implied or specified she was burned, as it is in the anime (which was for the first part supervised by Iga, so I assume thats what he had in mind when he wrote the scenario of Sotn)? From what i recall from the Nightmare scene there's gallows allover the square, so its not unlikely she may have been hanged? Not to mention the fact she looks like shes in a "crucified" pose, and the implications of a possible metaphor of jesus christ dying innocent for people's sin, which is also reflected in her words in at least the english dialogue (if my death can save others i gladly surrender my life, or something along the lines of..) Does she say anything similar in the japanese dialogue?
In the Nightmare, she is indeed being shown crucified, and a flashback in the Symphony of the Night prequel manga has Dracula cradling Lisa's body, looking very unburnt, but stained bloody as though she's been stabbed, and there ARE two men with spears in the Nightmare, so if these two things both reflect the reality, it's likely this is how she was killed.

It's worth noting there's NO documentation of this being done at ALL in the Christian world in the post-Roman era, as executing someone by crucifixion, even partially, would have been seen as a TERRIBLE blasphemy against Christ. By Lisa's time, crucifixion was practically extinct in Europe as a means of execution.
Interestingly, while not documented, there are some historic allusions to
Ottoman forces possibly executing Christians in this way as a deliberate mockery of the faith. Considering the historic Dracula's ties to the Ottoman Empire and their long term presence in the region by this point in real history, this opens up some intriguing historic possibilities in the setting. It's entirely possible the
Ottomans might have killed Lisa then, especially to punish Vlad for his barbaric methods of combat -- after all, Castlevania IS clear that "The Impaler" was one of Dracula's many identities. And thanks to Francis Ford Coppola's Dracula film already linking the Ottomans with the death of Dracula's wife and therefore his ascendancy as a Vampire, this is a REALLY neat storytelling link that honestly works better than Konami's own official napkin notes on the subject.
[EDIT] It's worth noting that the Curse of Darkness manga strongly disagrees on the matter of Lisa's death. While it does not SHOW IT outright, it VERY strongly implies that Lisa was burned. (Thanks, PlotTwist!

)
And her message to Dracula
is SLIGHTLY different in the Japanese script:
ドラキュラ・ヴラド・ツェペシュ
アルカードよ、教えてくれ。
リサは最期に何と言ったのだ…?
アルカード
人間を怨んではいけない。
もし、人間が許されない存在で
あるなら、自ら滅びの道を歩む。
その世界の住人に在らざる者は、
手を下すべきではないと…。
そして、父上…。
貴方を永遠に愛していると…。
ドラキュラ・ヴラド・ツェペシュ
リサ…。
私は、間違っていたのか…。
Dracula Vlad Tepes
Alucard, tell me.
What did Lisa say in her final moments...?
Alucard
"We must not resent humans.
If humans are unforgivable,
then they will walk the path to their own destruction.
Those who are not residents of this world
should not lay hands on them."
And, father...
I will love you forever.
Dracula Vlad Tepes
Lisa...
Was I wrong...?
Personally I think Lisa comes across as kinder in the English version. "Life already sucks, so please don't make it worse." is a lot kinder than "
If they ARE as bad as you want to think they are, they'll destroy themselves without any need for you to get involved."