Exactly, I will say one thing for the Capellans - they are fanatical zealots who just don't quit. From Thugees, to Mask, to Death Commandos (and I am probably overlooking some other group) there are a number of pro-Liao groups who will get the avenging done here. Not good for your survivors who failed to protect the Chancellor.
You could go all out traitor I suppose and look for allies as Liao has plenty of potential enemies. Federated Suns, Free Worlds League, and Taurian Concordat all come to mind as historic adversaries who might want to help out.
Question is why would they? Hmm, what if the Davions did some sort of 'Matador' strategy say recruiting these guys to core a mercenary or regional unit of the Sarna or Capellan March to draw the ire of the Confederation. Sort of dangling them out there as a target when necessary to draw Liao attention elsewhere when needed.