According to one biography I read (Fraser), Mary shocked those present at her execution when she removed her outer garment before she was beheaded. Her petticoat was blood red — not white. This was a piece of drama designed by Mary, herself, so that her blood would not show.
When the executioner grabbed her red hair to hold her head aloft, her head slipped out of her wig and fell to the ground. Her own hair was pure white, much to the shock of the observors.
The third piece of drama (as if an execution wasn’t enough) was her little dog which was hiding under her skirts and refused to leave her body afterward.
Didn’t it require quite a few blows with the axe to sever her head from her body? I have read that the axeman was drunk.
The red color was the liturgical color of Catholic martyrdom. A protest in death.