That's interesting. I found the quote in the book I was thinking of: "La comtesse de Paris n'a jamais été ma préférée, et pourtant ce jour-là, elle m'a touché." (The Countess of Paris has never been my favorite, yet that day, she touched me.) He then goes on to say how she urged him to visit the Count of Paris (Michael's uncle), who was living with his mistress, because he was unhappy and unwell.
Later, he says he pities her at Henri's funeral, trying to seem strong and proper, but torn.
He tells a story about her pushing aside an archaeology guide he had hired for a family trip and giving her own error-ridden version of history, but he seemed to tell that story with amusement.
He doesn't say much else about her, but he has some long passages about his uncle.