Princess Marie Christine (who is known to her family as Daphne) did an interview some years ago for Belgian tv (not American tv) where she talked about her life - and discussed being raped by an elderly distant relative at her coming out party. She mother, she claimed, was not sympathetic, and had her confined to her room at the family's home in France for three months, where she was isolated, and food was brought to her on a tray. She came to Canada where she met a piano player in a piano bar, Paul Drake (ne Drukker), who was divorced and had nearly grown children. As she was under some surveillance from the Belgians, and this relationship was not what Lilian would want for her daughter, the couple fled to Miami where they married. They returned to Canada -- this was in 1981, I think, but the marriage lasted for only a few weeks, as Marie Christine could not cope with being a house wife -- she was used to servants, fancy clothes etc.
The marriage ended in divorce, and Daphne came to the US to live -- she got bit parts in Hollywood and remarried, a French-born restaurant owner. She had limited contact with her father. If I recall, she was not allowed to attend her father's funeral, but was snuck into the church so she could pay her respects. By the 1990s, she had little money, but, despite her relationship with her mother, she did receive 1/3rd of her mother's estate.
I am not sure if Daphne and Caroline were good friends as Daphne is 6 years older (so they would not have been childhood playmates.) Daphne's younger sister, Maria Esmeralda, is the same age as Caroline.
Last I read, Daphne and husband were living in Nevada. No children.