Later married Lord Delamere.
See obit in New York Times
http://www.nytimes.com/1987/09/05/obituaries/lady-delamere-figure-in-murder.htmlLADY DELAMERE, FIGURE IN MURDER
Published: Saturday, September 5, 1987
Lady Delamere, a leading figure in colonial Kenyan society for decades and the woman at the center of a celebrated unsolved killing in 1941, died on Thursday in London, relatives said today.
She was 74 years old and had had a heart ailment for some years.
Lady Delamere, who amassed a fortune in land through four marriages, was widely believed to be the last person to know the full story of the unsolved murder of Earl of Erroll, a hereditary Lord High Constable of Scotland.
He was shot through the ear at point-blank range shortly after driving away from the home of Lady Delamere and her husband, Sir Henry Broughton, late on a January night in the Nairobi suburb of Karen. Lady Delamere and the Earl were said to have been lovers. A Sensational Trial
Sir Henry was acquitted of the murder after a sensational trial that made headlines around the world and brought to public attention the lavish ways of white Kenyans during World War II. Sir Henry died later in Britain, a suicide.
Lady Delamere was born Diana Caldwell in Hove, Sussex, in 1913. Her first marriage was to Vernon Motion. In 1940, she and Sir Henry married in Durban, South Africa, then moved to Kenya.
Her third husband, from 1943 to 1955, was Gilbert Colvile, a wealthy and reclusive rancher who owned vast tracts in Kenya's Rift Valley.
She became Lady Delamere when she married the fourth Earl Delamere in 1955.
Her family still owns a large estate at Elmenteita in the Rift Valley, but Lady Delamere's visits there had grown less frequent because of her heart condition, the relatives said.