[3] During the 1760s, while George Pitt was serving as envoy-extraordinary and minister plenipotentiary to Turin, Penelope was enrolled in a convent school in Lyon, where she met Edward Ligonier, a British soldier of French Huguenot origin.

[4] When they relocated to Cobham Park after their marriage they continued to entertain an international circle of friends, one of whom was Count Vittorio Amadeo Alfieri, an Italian poet and dramatist, with whom she began an affair.

[5] The discovery of her infidelity by her husband in 1771 led to a duel between Alfieri and Ligonier in Hyde Park, followed by a criminal conversation, trial which made public the salacious testimony of servants, and extracts from the couple's passionate love letters.

[6] A fictionalised version of the relationship appeared titled The Generous Husband; or, The History of Lord Lelius and the Fair Emilia, and Alfieri would later include a sensational account of his liaison with Lady Ligonier in his memoirs.

She was a prominent member of the New Female Coterie, a social club founded for such women, alongside such personal friends and fellow 'demi-reps' as Lady Grosvenor and Seymour Dorothy Fleming.