Than you Mauriz! The background is interesting, and explains why the Mrs Claude Leigh I focused on disappeared from press coverage. I assumed it was because both were American and moved back to the US during the war.
Mrs Claude Leigh was heavily involved in charity functions in London.
One of her functions was the Gay Nineties Ball held in 1933.
A photo of her from that event,
Even better-- a video.
Mrs Claude Leigh can be seen in it. She has a sizeable jewel holding the feather in her hair!