Dolly Madison Martyred

So I saw a documentary on the War of 1812: it quotes Dolly Madison as wanting cannons out of the White House windows to face the British attack. So what if she has the means to make more of a stand, or she's killed or captured by the Redcoats while evacuating DC? How does this effect the war and what happens next?
 
In one of the Alt History anthologies I read, this was a subplot. I can't remember which one (Alternate Presidents, I think) but Burr was president, Madison was vice-President. Dolly went in to get the portrait of George Washington and was killed in the attempt by British soldiers.

The first lady killed defending the White House would be a defining part of the American mythology.
 
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