mary isn’t telling sherlock to ‘go to hell’ she’s telling him to save john, ‘save john, go to hell sherlock [because that’s where john will be if i’m dead, and you need to go there and bring him back]’ it’s very moffat-dw-season-9-ish. y’all also have to understand, mary was the one who brought him back when sherlock was dead, so she knows.
The worst thing in the world Euros could have done was leave Mycroft in her cell. Can you imagine the hell that was, not knowing where Sherlock and John were, what happened to them, and what crazy shit she was putting them through. Physical torture would have been kinder.