I kinda hope that Lizzie's comment "I'm sorry I can't save you, Ciel." actually means that she knows her duty to him, as her true fiancée, but that she doesn't love him, but instead Earl Phantomhive, and that she knows that if it comes to it, she'd abandon her duty to him. Like, if Ciel and Earl Phanthomhive were to fight against each other, she'd protected the Earl, and not Ciel. She can stand by his side for now, but if she has to chose, and when she finds out what he did, she won't chose him.
Yes, that’s how I see it. I mean, that scene in particular could have also referred to Lizzy not having the same blood type as the twin and therefore being unable to help him since she can’t give him her blood… but I could very well see Lizzy feeling like you described anyway (and that scene may have even had a double meaning). Lizzy cares about both Ciels, I think she always did. But she spent the past four years with our Ciel and has grown to love him. Their relationship has grown over that time. Sure, she thought it was her fiance and our Ciel lied to her but her feelings for the person she thought to be Ciel are still there.
Now that she learnt the truth and the twin is back it’s understandable that she’s so distressed. She feels like he has a duty to the real Ciel and she probably also feels guilty for not noticing herself and that the twin was alone all this time (or so she may think). So she stayed with him in the sect.
But in the end, if she really has to choose, I, too, think that she’ll choose our Ciel because her feelings for him have grown stronger. Also, the twin is doing some terrible things now and may even want to harm our Ciel. I don’t think Lizzy would accept that.