First, my condolences on the loss of your bird.
Now, can and will a hen budgie kill a cock? Absolutely. Putting two birds together does not guarantee that they will get along, any more than putting two people together does. I (and my wife, who has owned budgies her entire life, a span of time that I’m not stupid enough to admit the length of) strongly recommend against keeping two budgies in the same cage unless you’re planning to breed them (and even then, you should keep an eye on them). Hens have powerful beak and jaw muscles (for their size); in the wild, the female makes a nest hollow by digging it out of a tree. A hen is quite capable of piercing a male’s skull and killing him by doing so, if she finds him in any way objectionable.
Now, the longer that the two had been together, the less likely it is that she’d take a sudden dislike to him. You don’t say how long they’d been together, but if it were the whole four years that the male had been alive, her suddenly turning on him would be most unusual. OTOH, if you’d put them together last week…well, that’s hardly unexpected behavior. The hens are quite territorial and, if there are no chicks to be fed, don’t want the cocks messing around on their turf.
You may also want to take the hen to an avian vet, as sudden behavioral changes (like killing a male that she’d previously been content with) may be a sign of tumors in the CNS or endocrine glands.
OTOH, might the male have died a natural death? Also possible. The garden or chain-store variety of budgie is actually less vulnerable in this respect than the highly-bred show bird, as the latter are bred for looks, not health. A tumor is a possibility, as is kidney failure. Unless you took the corpse to a vet (again, to a qualified avian vet) for a necropsy, the exact cause of death will likely not be known.
If the cock died naturally, the hen might have pecked out his eye trying to get a response, or out of curiosity. A bird’s eyes also collapse quickly after death, and it’s possible that it might appear to have been pecked out when it wasn’t. OTOH, if she killed him, the head is the area that she’d go for, and she might have caught his eye deliberately or by accident.