But as Beth pointed out, the press reported in 1935 that the narrow bandeau with mercury wings was a wedding present from the Duchess' mother-in-law, the Dowager Duchess of Roxburghe, born Mary Goelet, so the wings hardly can have been acquired by the new Duchess' own grandmother Hannah de Rothschild.

I think that Beth is correct and whoever did the initial research confused the two Duchesses of Roxburghe, Mary Goelet and her daughter-in-law, Mary Crewe-Milnes, and this false information was repeated ever since, but the Duchess of Roxburghe who commissioned the tiara from Cartier was the elder not the younger Mary.