She was born on 11 Jul 1909 in London, England and her parents were Clementine Ogilvy (Hozier) and Winston Leonard Spencer Churchill.
Diana Churchill first married about 1932 to John Milner Bailey.
Diana married secondly about 1935 to Edwin Duncan, Baron Duncan-Sandys and they divorced about 1960.
She died on 20 Oct 1963 in London, England.
Sources
England and Wales Census, 1911," database, FamilySearch (https://familysearch.org/ark:/61903/1:1:XWLJ-W9N : 16 May 2019), Diana Spencer Churchill in household of Winston Spencer Churchill, St George Hanover Square, London, England, United Kingdom; from "1911 England and Wales census," database and images, findmypast (http://www.findmypast.com : n.d.); citing PRO RG 14, The National Archives of the UK, Kew, Surrey.
New York, New York Passenger and Crew Lists, 1909, 1925-1957," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:24NL-RHX : 2 March 2021), Diana Spencer Churchill, 1931; citing Immigration, New York, New York, United States, NARA microfilm publication T715 (Washington, D.C.: National Archives and Records Administration, n.d.).
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