JSS Gallery has this note about the portrait: "Principality of San Donato was located in what is now greater Florence. Unfortunately, it no longer exists and the Chateau / Villa di San Donato was destroyed during World War II.
Princess Helene (the subject of Sargent's painting) was the second wife of Prince Paul. After the death of his first wife and after having remarried, Princess Helene encouraged her new husband to leave the Villa di San Donato in 1885 to live in the Villa Pratolino by taking the paggeria (since the original Villa had been lost) remodeling it and renaming it the Villa Demidoff. This is where they were living at the time Sargent painted her -- though it's unclear, to me, if the painting was done at the Villa Demidoff (part of the Villa Pratolino), or in Sargent's studio in London. Both Alexandre Tissot and I are leaning towards Sargent painting it in Italy.
The Villa Pratolino was originally a Medici Palatial Estate, though the original villa had been lost, what was left of the estate and grounds were preserved today thanks toPrince Paul and Princess Helene. It is located just north of Florence and it is very probable that Sargent visited there and stayed with them on more than one occasion.
Other Demidoff Princesses painted by Sargent during his stay must have included Princess Helen's eldest daughter, Auore Pavlona, Princess of San Donato (1873-1904)."
The Abbey on Monte Cassino wasn't the only Italian art treasury razed by bombing. The Allies made up for the Florentine losses by repatriating looted art back to Florence shortly after the war. Selected German art treasures were put to work touring the USA to raise money for war orphans and returned to Germany.