At some point prior to 1899, Dutch killed the brother of his one-time associate Colm O'Driscoll, who in return took Annabelle's life. Her death would start a long-standing feud between the Van der Linde and the O'Driscoll gangs.
Events of Red Dead Redemption 2
Annabelle was mentioned several times by Dutch, Hosea Matthews and Arthur Morgan in conversations between the three. She is later mentioned during a confrontation between Dutch and Colm; whereas Colm admitted he didn't particularly liked his brother, Dutch firmly replied that he loved Annabelle.
Her death would be eventually avenged after Colm was arrested by the government to be hanged and any attempts to save him by his gang were foiled by Dutch and his remaining men.