::: If you still want my opinion I'd say your recent changes are an improvement; you have more references, and the tone is more encyclopaedic. 
 ::For the Introduction, it's OK, but unless you are wanting to make her illegitimacy the defining feature  of her life you could do worse than  use the format used by the admin who wrote the original draft. 
 ::For the Birth section; if you still want to make the Andrew Thomson connection, try “She was, through her maternal grandparents, the 5th generation descendant of Andrew Thomson, reputed to be the lover of Anna, Empress of Russia (1693-1740)”; its more succint. 
 ::Her names, though; Vera and Nina have a number of meanings. Do you have evidence that these in particular were intended by her parents? Or that they had particular significance or her? If not, it's best left out.  
 ::Similarly, Mothers connections: unless any of these people had some significant impact on Lombardi's life, it's irrelevant. She's described as a socialite; “well-connected” goes without saying.  
 ::Reputed daughter; your Madsen quote is OK, but then you added your interpretation, which isn't (as I said before). A quote should be used to emphasize a point made, or to provide the exact wording so there is no doubt. If you then have to tell "what the author is saying", then something's wrong somewhere.   
 ::The rest of the stuff down to Lombardi's status.. reads better, but simply lacks relevance. If you are trying to make a case against Rosa Baring for having sex with a minor, (which I'm guessing was illegal even in Victorian times) it's still all circumstantial. His parents never preferred charges, did they? Or did he ever acknowledge the child? And I hadn't twigged until now; is it Chanel's biographers who are making this claim, not Lombardi's? How reliable is that?  
 ::As for the WWII section, again it doesn't matter that her second cousin was plotting to overthrow Hitler, or that the son of another second cousin tried to kill Rommel; if there's no evidence Lombardi was involved, it shouldn't be here.  
 ::Likewise the Churchill/Mussolini correspondence. The article doesn't need you to add German transcripts, it needs evidence of Lombardi's involvement ( for which you've said flat out there is none) If you feel there is hard evidence this correspondence exists, (and is something more than a “wish you were here” postcard from Chartwell) then write an article on it; if you feel here is a controversy that has notability, write an account (just make sure it satisfies a neutral point of view). But it doesn't belong here.