During her late teens, she courted (and was rumoured to be the fiancée of) Edward, Prince of Wales.

In the winter of 1928, she was suffering from pneumonia whilst the Prince was touring Africa, and he is said to have received coded radio bulletins about her health.

She was one of a series of society beauties photographed as classical figures by Madame Yevonde.

Upon Henry's death in September 1943, she inherited the Spanish Dukedom of Ciudad Rodrigo and the honour of Grandee of Spain (which had been awarded to her ancestor, the 1st Duke, and was able to pass through the female line), whilst the non-Spanish titles passed to her uncle, Lord Gerald Wellesley.

[4] However, she ceded the dukedom and two estates in Andalucia to her uncle in 1949, in exchange for a monetary settlement.