Streuth, that's a bit of a stinker.
1 I believe that lying, other than polite prevarication with no lasting effects to avoid hurting someone's feelings, is wrong.
2 However, I also believe that killing people including judicial execution, is wrong (with the exception of assisted suicide which arguably isn't actually killing someone and abortion in certain instances but not willy nilly).
3 I believe loyalty to friends is important.
I suspect that I would regard number 2 on my list as over-riding, so yes, I should probably lie in those circumstances. Depending on what my friend had actually done wrong – if anything – I might end the friendship immediately afterwards. In any case, the relationship would never be the same again as indebtedness for a kind act or a good deed tends to make the indebted one resentful.
I am glad that a) my friends don't seem to have any criminal tendencies and b) this country did away with the death penalty decades ago. [phew emoticon]