I thought that was Mary who said that, in the episode where Matthew and William were both severely wounded (in William's case fatally).
It was episode 2.05:
Daisy, what's ever the matter with you?
Someone walked over me grave.
Mary also drops her teacup.
I'm so sorry.
VIOLET, DOWAGER COUNTESS OF GRANTHAM
I don't know. I suddenly felt terribly cold.
What do you think?