Duchess Jutta married Crown Prince Danilo of Montenegro in 1899 and changed her name to Militza. She is not the same as Princess Militza shown in the last picture. Her adopted country of Montenegro fought the Central Powers so her house was bombed by the Austrians in World War I. Then her adopted family was then shut out of Yugoslavia after the War so she lived much of her life in exile. Her Wikipedia is here.
From the Bain collection of the USA Library of Congress; upper edge and lowe left corner and spots in background fixed by gogm with Photoshop. A card with this image showing the photographer was recently advertised on eBay.