I think I don’t know anyone in exact order you describe. I believe that every saint who died by martyrdom was expecting to die and wished to be with Jesus as soon as possible and that death was proof of love for Christ and going by His way through crosses, pain, torture and death was actually desired. Ofcourse they wanted for their executor to convert and love Christ and I believe that there was some who converted but after martyr died, death could shake them to ask themselves why they die for someone like Jesus, who is that Jesus that people want to die for Him…
Also Longin converted after piercing Jesus’s heart with spear, when he saw blood and water.