Future- I wouldn't use 'may', but the others are fine, and yes it's got the ideas of past futurity because it would have taken place after the time she was afraid.
Past- All fine. The distinction between 'may have' (we don't know) and 'might have' (had the chance but didn't) is being eroded nowadays.
The 'lest' example sounds sort of possible, but not very likely- it's a very formal term. 'lest her friend told' (past futurity) would work