The most plausible version would go:
“If you reveal the affair, I will shoot you.”
This is of course contingent on the Countess being aware of this limitation on the Baron (i.e. she knows he will not reveal, forcing him to choose either not-a-word or anti-blackmail, as these are the only precommitments that would result in her not forcing him to reveal). I am therefore fairly certain the Archduke does not need an epistemic advantage; he merely needs the ability to make one outcome unacceptable to the party with an epistemic advantage, and make this fact known to both parties.
Granted, if the Archduke must keep his intervention unknown to his sister, your solution seems like the simplest one that would work. In my solution, the Countess must know that the payoff of [Reveal] has changed for the Baron, or he would choose blackmail, she would pay him, and the Archduke would not shoot him.
This is of course contingent on the Countess being aware of this limitation on the Baron (i.e. she knows he will not reveal, forcing him to choose either not-a-word or anti-blackmail, as these are the only precommitments that would result in her not forcing him to reveal). I am therefore fairly certain the Archduke does not need an epistemic advantage; he merely needs the ability to make one outcome unacceptable to the party with an epistemic advantage, and make this fact known to both parties.
Granted, if the Archduke must keep his intervention unknown to his sister, your solution seems like the simplest one that would work. In my solution, the Countess must know that the payoff of [Reveal] has changed for the Baron, or he would choose blackmail, she would pay him, and the Archduke would not shoot him.