Spencer-Churchill accompanied Julian Asquith (grandson of the Liberal prime minister H. H. Asquith) and his mother, Katharine, on a tour, mainly by third class rail, across the Apennines in the Tuscany region of Italy. Among other artistic treasures, she saw the fifteenth-century frescoes by Piero della Francesca at Arezzo, one of which, The Queen of Sheba Adoring the Holy Wood (), she nominated in 2010 as her favourite painting"in an age of violence he went on painting clearly and calmly". When Spencer-Churchill returned to London she enrolled at the Slade School of Fine Art. Around this time she displayed her individualism by acquiring a specially tailored trouser suit along the lines of those associated with the actress Marlene Dietrich after the latter's appearance in the film Morocco (1930). 1938 was the future Lady Avon's "coming out" year and she was regarded as "[o]ne of the more notable" débutantes in "a vintage year for beautiful girls", but, having mixed with older and more sophisticated people in Paris, she seemed to have disdained the circuit—since described by Anne de Courcy as "more or less naive seventeen- and eighteen-year-olds suddenly flung into a round of gaities"—and was never presented at court. Another débutante of 1938, Deborah Mitford, later Duchess of Devonshire, recalled Spencer-Churchill as exhibiting "more than a whiff of [Greta] Garbo in a dress by Maggy Rouff of Paris". Among those with whom Spencer-Churchill danced at that year's Liberal ball was the future double agent Donald Maclean, who complained that she was too smart to be "a proper Liberal girl like the Bonham-Carters and the Asquiths". She also knew Guy Burgess, who fled to Russia in 1951 when he and Maclean were about to be unmasked as traitors. A 2015 biography of Burgess, a homosexual, contained claims that, encouraged by his Soviet "handlers", he had contemplated marriage to Spencer-Churchill. However, the latter, then aged 95, denied that they had been close. She described Burgess as "courteous, amusing, nice and good company", but said that he had been "standoffish" towards her and did not wish any friendship to develop. In 1939 Spencer-Churchill spent another four months in Paris and in August of that year travelled to Romania as a guest of the novelist Elizabeth Bibesco and her husband Antoine (Elizabeth's mother, Margot Asquith, having been left distraught at the conclusion of her daughter's visit to her in London earlier in the year). Spencer-Churchill