Princess Freya froze after hearing Queen Helena's question. She was permitted to tell her mother everything about Ziel except his past before he was reincarnated. But Princess Freya is afraid to explain Ziel's love relationship because it is very complicated and involves many girls around him. As a woman, her mother would be angry and disappointed after hearing that she shared Ziel with another woman.
Queen Helena knew about Kalya and had met her, even if only briefly. She had also heard of her identity as a Princess of the Elven Kingdom and her reason for staying in the castle from Princess Freya.