I think slightly different meanings are possible.
We worried about how she would probably go to jail. (We worried about the
fact that it is
probable that she will go to jail.)
We worried that she would go to jail. (We worried about the
possibility of her going to jail.) (We were
afraid she would go to jail.)
He explained how she was going to jail. (He told us that she was going to jail.)
He explained about how she was going to jail. (He told us the circumstances surrounding the fact that she's going to jail.)
This is confusing. It didn't work out the way I intended.
I think sometimes "how" means "that" and sometimes it means "the
way in which."
<We all worried about how losing her would mean losing our whole family.> If you say, "We all worried
that losing her would mean etc." it means, "We all
were afraid that losing her would mean etc."
I think you mean, "We all knew for a fact that the
result of losing her would be the loss of our whole family, and we were all worrying about it." I don't know if there's a better way to say it. Anyway, that's the sense I get of your original sentence with "how."
- A.