Just my two penneth. But I think she does have dirt on him. Nothing earth shattering, just private things he won't want the world (and his religious parents to know). After all that time together she will know it all, every foible, kink, private opinion, etc. And we know how much she loves to film, record and document EVERYTHING.
We all have private stuff meant to be private that we'd squirm if others knew/saw.
I think that could be the source of her confidence, and we know she'd definately go that low.
And could be why the sudden visit to Wales to give Ma and Pa Gruff a warning of what might come out.