Marie Jeanne of Savoy (Marie Jeanne Baptiste; 11 April 1644 – 15 March 1724) was born a Princess of Savoy and became the Duchess of Savoy by marriage.
 First married by proxy to Charles of Lorraine in 1662, Lorraine soon refused to recognise the union and it was annulled.
 She married Charles Emmanuel II, Duke of Savoy in 1665 who was her kinsman.
 The mother of the future Victor Amadeus II of Sardinia who saw the elevation of the House of Savoy to kings, she styled herself as Madama Reale or Madame Royale.
 She acted as Regent of Savoy from 1675 in the name of her son Victor Amadeus II, who was her husband's successor.
 Her regency officially ended in 1680, but she maintained power until her son banished her from further influence in the state in 1684.
 She left a considerable architectural legacy in Turin, and was responsible for the remodelling of the Palazzo Madama, which was her private residence.
 At the time of her death she was the mother of the King of Sardinia as well as great grandmother of two other kings, Louis I of Spain and Louis XV of France.
Princess Elena of Montenegro or more commonly known as Queen Elena of Italy (8 January 1871 – 28 November 1952) nicknamed "Jela" was the daughter of King Nicholas I of Montenegro and his wife, Milena Vukotić.
 As wife of Victor Emmanuel III of Italy, she was Queen of Italy from 1900 until 1946 and Queen consort of the Albanians from 1939 until 1943.
Princess Maria of Savoy (Maria Francesca Anna Romana; 26 December 1914 – 7 December 2001) was the youngest daughter of Victor Emmanuel III of Italy and Elena of Montenegro.
 She was a sister of Umberto II of Italy and of Queen Giovanna of Bulgaria.
Princess Maria Pia of Bourbon-Parma (née Princess Maria Pia of Savoy; born 24 September 1934) is the eldest daughter of Umberto II of Italy and Marie-José of Belgium.
 She is the older sister of Princess Maria Gabriella of Savoy, Vittorio Emanuele, Prince of Naples, and Princess Maria Beatrice of Savoy.
Violet Emily Wegner, (1887-1960), was the daughter of an Extradition Department detective of Scotland Yard, William T. Wegner, and Arabella Eliza née Darby, who resided in a district of London called Tulse Hill.
 Violet made a career in the music halls from the age of 15.
 She became known as the "Idol of Berlin".
 In 1912, Violet married her first husband, Sergio Francesco Enrico Maria Brunetta d'Usseaux (born 3 March 1885, Torino, Italy), in London.
 Sergio's parents were Comte Eugenio Brunetta d'Usseaux and the Russian Countess Zeiffart.
 Eugenio was Secretary General of the Olympic Committee that administered the 1908 London Olympics.
 Eugenio died in 1919 in mysterious circumstances.
 The fate of his son, and Violet's husband, is also unknown although it is suggested he may have been the son Eugenio was trying to reach following the October Revolution.
 Whilst traveling in Italy during 1918, Violet met the youngest son and royal prince, Pierre Petrović-Njegoš, of the exiled King Nicholas I of Montenegro.
 After some delay, it is said, at the behest of Violet's mother who advised them to await the award of monies claimed by the prince from the new Yugoslav government for the confiscation of his family's property in Montenegro, Violet married Prince Pierre (Peter) of Montenegro in Paris in the April of 1924.
 Violet then became HRH Princess Pierre of Montenegro and thus sister-in-law to Queen Elena of Italy as well as a host of other European princes and kings via her husband's siblings.
Jolanda di Savoia is a "comune" (municipality) in the Province of Ferrara in the Italian region Emilia-Romagna, located about 70 km northeast of Bologna and about 30 km east of Ferrara.
 Founded as Le Venezie in 1903, it took its current name (from that of Princess Yolanda of Savoy) in 1911.
Princess Mafalda of Savoy (2 November 1902 – 27 August 1944) was the second daughter of King Victor Emmanuel III of Italy and his wife Elena of Montenegro.
 The future King Umberto II of Italy was her younger brother.
Amaro Montenegro is a traditional amaro distilled in Bologna, Italy.
 It is made using 40 herbs, including vanilla and orange peels, bottled at 23%.
 The amaro was first produced by Stanislao Cobianchi in 1885 and is named after Princess Elena of Montenegro.
Consorts of Montenegro were women married to the Montenegrin monarchs during their reigns.
 All monarchs of Montenegro were male with the title of King of Montenegro and before that Prince of Montenegro, and even earlier Prince-Bishop of Montenegro; while all Montenegrin consorts were women with the title of Queen of Montenegro and style Majesty and before that title Princess of Montenegro and style Royal Highness.
 There were no wives of the Prince-Bishops as the Prince-Bishops could not marry by law.
Princess Yolanda of Savoy (1 June 1901 – 16 October 1986) was the eldest daughter of King Victor Emmanuel III of Italy and his wife Queen Elena of Montenegro, and the sister of Umberto II, the last king of Italy.

Question: how is Princess Yolanda of Savoy and Elena of Montenegro related?
Answer: Italy