Hmm...interesting....I thought Morwen *had* lost hope, and I always interpreted that comment of Hurin's as a bitter one, bred by the lies of Morgoth.
Morgoth had twisted everything he'd seen, remember, and made him lose faith in almost everything.
He could not see that hope still lived in Doriath, and in Gondolin. (Although after the way Turgon behaved, who can blame Hurin for believing the lies of Morgoth....grr....don't get me started....)
But I thought his "She was not conquered" comment showed that the one thing Morgoth couldn't twist was Hurin's faith in his wife. Even though Morwen had actually messed up and she had lost faith.