She was a daughter of Franklin H. Work, a well-known stockbroker and protégé of Cornelius Vanderbilt, and his wife, Ellen Wood.

[4] She also had a brother, the horseman and road driver George Paul Work, who died from consumption in Davos, Switzerland.

[7] Work was a prominent figure in the New York City and Newport, Rhode Island, social sets, and was friends with Mrs Reginald Vanderbilt.

[12] They had four children (two daughters, then twin sons): In 1890, Work divorced Roche, claiming desertion, before he had succeeded to the barony.

[15] In 1899, her ex-husband, then a UK Member of Parliament,[16] sued Work with a writ of habeas corpus to produce their daughter, Cynthia, in court.

On August 4, 1905, Work married Aurél de Bátonyi, a Hungarian-born riding master who claimed on his 1895 naturalization application to be an Austro-Hungarian count.

Work sued Bátonyi for divorce in October 1907, allegedly due her father's threat to disinherit her if she continued in marriage with her "new husband".

[21] Following the divorce, Bátonyi lost favor among high society in New York, and moved into a villa in Middletown, Rhode Island he originally shared with Work.

[21] A registration dated October 30, 1914, was filed at the U.S. consular office in The Hague informing the embassy Bátonyi was employed by a division of the Red Cross.