If, instead, you had built up to it with days of RP, establishing the peasantry of (IIRC) Razrpot as unruly, under the influence of a more radical school of your religion, and Galen as trying in vain to quiet them, that would have been one thing. I think it would still be borderline at best as far as the conflict between RP and game mechanics goes (after all, if you can claim that you performing an auto da fe is actually completely contrary to your character's intentions, why not claim that executing your character was also completely contrary to the Judge's intentions? She tried to have you released, but the guards all revolted against her and killed you to spite her!), but it would at least have been better than what happened.
I have no problem with your judge example.
I have no problem with some characters choosing to believe the judge is lying.
What I have a problem with is players acting with a level of certainty that makes no sense for a character to have.
