My understanding is that she has Dutch citizenship through marriage
To be clear: she isn't married in the eyes of the Dutch government, or any other government. Even if she were, very few countries grant citizenship on the basis of marriage alone. In the case of the Holland, she would need to apply for residence, live there, pass an exam (taken only, and exclusively, in Dutch) and provide extensive evidence of links to Holland. She fails on every step of that. She isn't a Dutch citizen, she is not eligible to apply for Dutch citizenship, and has no way to solve either of those problems.
Even if she somehow conjured up a recognised marriage to her husband, she cannot enter Holland, as to do so would require as a minimum a British passport which she has not held for some years. She travelled on, and then destroyed, her sister's passport, which has in any event almost certainly expired. In practice, Holland is perfectly entitled to use its version of "not conducive to the public good" to refuse her entry, EU citizen or not, and it is highly likely they would do just that.
It would take someone with a heart of stone not to laugh at her current surprise that this is playing out the way it has:
www.theguardian.com/uk-news/2019/feb/20/shamima-begum-a-bit-shocked-that-uk-has-revoked-citizenship