According to her Wikipedia article that includes this image, Henrietta became involved with the Duke of Monmouth, a Protestant, who attempted to depose Catholic King James II. Earlier, he was implicated in an attempt to depose his father, Charles II. While in exile in Holland, he raised a small troop, procured armaments using Henrietta's jewels as collateral, and invaded southwestern England. He was defeated and executed. She returned to England shortly after his execution and died shortly thereafter, not quite age 26.