<p>But not in the way you think.
</p><p>There was probably a reason why YD was portrayed by Connie's mom and not Steven's, or any of the Gems if YD and PD were "sisters" in a way. We can easily infer that YD and PD had a similar relationship to each other as Connie and her mother. The strict parental figure and the "naive" younger individual. But Dr. M still loves Connie immensely, in a similar fashion that YD cared for PD very much even if she doesn't show it.
</p><p>When we saw PD she was demanding PD a colony of her own. What I think happened is that YD relented to PD's request and gave her Earth as her starting colony, as the only dominating species were humans and were deemed weak and incapable of harming her. So PD started her first colony on Earth but then the Rebellion occurred. Something probably happened that lead to her demise, probably her own carelessness.
</p><p>YD was probably the first one to be contacted, and upon hearing this covered it up. Why? Because of love, grief, and guilt. She felt guilty because she was the one who gave PD Earth, and subsequently her death. She loved PD too much to let the word spread that she died due to her own devices, and out of grief covered it up, since the Diamonds are said to be the epitome of Gem perfection. If word got out that a Diamond wasn't all that perfect, they would lose the respect they already had.
</p><p>YD covered it up by saying that it was Rose that shattered her since, as Blue Zircon had said, she was already a war criminal. That's why YD was surprised when Steven admitted to shattering PD because she knows what actually happened. She wanted to hastily shatter Rose to dispose of a loose end in hopes that the Gems would accept it and not question the entire thing again since it was a <i>solid</i> confession.
</p><p>TL;DR
YD felt guilty for PDs demise due to the latter's naiveté and covered it up by blaming Rose.
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