What was Hannah trying to tell the girls when the new guard confronted them?

Hannah was trying to tell the girls the truth about the Holocaust... the truth of what was happening to them, when they were interrupted by the guard. She knew he was there to take them to the furnace, so she quickly switched places with Rivka. Rivka will survive.

Hannah moved close to them. "Now—six million Jews will die in camps like this. Die! There, I've said the word. Does it make it more real? Or less? And how do I know six million will die? I'm not sure how, but I do."

"Six million?" Shifre said. '"That's impossible. There are not six million Jews in the whole world."

"Six million," Hannah said, "but that's not all the Jews there are. In the end, in the future, there will be Jews still. And there will be Israel, a Jewish state, where there will be a Jewish president and a Jewish senate. And in America, Jewish movie stars."

"I do not believe you," Esther said. "Not six million."

"You must believe me," Hannah said, "because I remember."

She was trying to tell them to remember her, and to survive this, never forget what they did and how they fought. Even if only one of them is left, they must remember or make others remember, because no one of them should forget.