I think tradition states that she lived with John for quite some time, so I would agree that Mary was still alive.
As to Stephen being the first Christian, perhaps. First, some people may have died naturally, after converting to Christ, before St. Stephen was stoned. I am not sure where the "Good thief" stands on this, either. I would say St. Stephen was the first who willingly gave his life for the Christian Gospel.
Regards
Maybe Marty was "in heaven" from the moment of her conception, or on an earth that she perceived very differently than most of us do.