Is there a Spanish saying that means "to stay true to one's conscience"? For example, the sentence I want to put it in is "Las protagonistas tienen que desobedecer para sobrevivir y [to stay true to their conscience]".
As Gustavson comments, the expression you are looking for could as well be "mantenerse fiel a los principios de uno". So your sentence could be:
Las protagonistas tienen que desobedecer para sobrevivir, manteniéndose fieles a sus principios.
Curiously enough, there is a way to write the whole sentence using an idiom:
Las protagonistas tienen que hacer objeción de conciencia para sobrevivir.
According to the dictionary, "objeción de conciencia" means "refusal to perform acts or services arguing ethical or religious reasons". It was widely used in Spain when the military service was mandatory. You could try to skip the military service by becoming an "objetor de conciencia".