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Margaret Sheila Mackellar Chisholm was an Australian socialite. She was the youngest of three children of native-born parents Harry Chisholm and his wife Margaret, née Mackellar. She was educated at home. When World War I broke out, she went with her mother to Egypt in 1915, planning to nurse soldiers and to see her brother John who was serving with the Australian Imperial Force. She met Francis Edward Scudamore St Clair-Erskine, Lord Loughborough, son of the 5th Earl of Rosslyn. They married at the British Consulate, Cairo, on 27 December 1915. They went to England in 1916 and were to have two sons. The marriage suffered financial hardship from Loughborough's inveterate gambling and they divorced in Edinburgh in 1926. In London in the 1920s Sheila became a member of the Prince of Wales's set, also known as 'The Darlings'. In November 1928 she married 26-year-old Sir John Charles Peniston ('Buffles') Milbanke, 11th baronet, of Halnaby, Yorkshire. This marriage also ended in divorce. On 29 October 1954 at the register office, St Marylebone, she married Dimitri Alexandrovitch Romanoff, a Russian prince and a descendant of Tsar Nicholas I. (Source: http://www.findagrave.com/cgi-bin/fg.cgi?page=gr&GRid=35540046 )