A brave woman would've either

she couldn't kill him- they would be stuck in there. He told her that there was nothing she could do to him that would make him giver the code. Plus she had nothing to torture him with.

It's really easy to be an armchair quarterback.

You must be the change you seek in the world. -- Gandhi

He made sure she didn't have anything sharp to torture him with and if she would have killed him they would have been stuck in there with a rotting body. Maybe someone would have would have missed Old Nick and they would have checked the shed - however Old Nick said he was losing his job, so maybe no one would come looking for him. Also, she probably wanted to protect Jack from seeing something like that.

Let's throw you in that situation and see if you're a "brave woman". When you're a parent, you ideally make decisions that are in your child's best interest. Beyond that, your suggestion of her killing him/torturing him until he gave her the code... based on what you saw in that room, tell me how you'd achieve that?

killed that f'ker while sleeping, or knocked him out and tied him. Torturing him until she got the code.