Lally regularly defied gender conventions and often chose to wear 'masculine' clothing that was typical of the era, such as trousers and a top hat.

Lally was born at 20 Perham Road, Fulham, London, to 'gentleman' Jocelyn Henry Speck and Rosalie Hughes Dalrymple.

[3] In 1906, Lally began her career at His Majesty’s Theatre, London, under the management of Sir Herbert Beerbohm Tree.

[8] In 1924 she produced a performance of Shakespeare's Henry VIII with an all woman cast of about 100 members of the Westerham, Brasted and Crookham Hill Women's Institutes in Kent.

[2] As a pioneer in the field of pageant making she was appointed an Officer of the Order of the British Empire in the 1954 New Year Honours.