She married Henry de Vere, the 18th Earl of Oxford. Sir Anthony van Dyck also portrayed her in 1638 and again in 1639. Wikipedia has this article about the Earl that includes this, "Immediately afterwards (1 January 1624) Oxford married Lady Diana Cecil, daughter of William Cecil, 2nd Earl of Exeter and Elizabeth Drury, a beauty, who brought him a fortune of £30 000. Francis Bacon in his disgrace asked favours in an obsequious letter which he addressed to the Earl in the month of his marriage. Oxford declined a reconciliation with Buckingham."
Her article in thepeerage.com follows: "Lady Diana Cecil was the daughter of William Cecil, 2nd Earl of Exeter and Elizabeth Drury. She married, secondly, Thomas Bruce, 1st Earl of Elgin, son of Edward Bruce, 1st Baron of Kinlosse and Magdalene Clerk. She married, firstly, Henry de Vere, 18th Earl of Oxford, son of Edward de Vere, 17th Earl of Oxford and Elizabeth Trentham, on 1 January 1623. She died on 26 February 1658, without issue.
As a result of her marriage, Lady Diana Cecil was styled as Countess of Oxford on 1 January 1623. Her married name became de Vere. As a result of her marriage, Lady Diana Cecil was styled as Countess of Elgin."
