A genealogical sketch for Lady Grace is here, while her article in thepeerage is here. Lady Grace was only about 31 when she died in Bordeaux, France. She married Admiral Sir David Milne. Bordeaux is a port at the mouth of the Garonne where it empties into the Bay of Biscay so maybe she was there while her husband was on duty during the Napoléonic wars. Admiral Sir David Milne’s Wikipedia article states she was in Bordeaux to recover her health. One of her children was "David Milne-Home FRSE FGS PGSE LLD (1805-1890) (who) was a Scottish advocate, geologist and meteorologist. He founded the Scottish Meteorological Society in 1858 and served as its Chairman, and from 1874 to 1889 he served as President of the Edinburgh Geological Society.” She also bore Sir Alexander Milne, 1st Baronet who had a distinguished naval career, including handling the RMS Trent affair with diplomacy. The South may yet rise again under President Trump, but it could have done so in the 1860s if the UK and USA had gone to war over the RMS Trent crisis.