Countess Széchenyi was born Gladys Moore Vanderbilt in 1886, the seventh and youngest child of Alice Claypoole Gwynne and Cornelius Vanderbilt II, the president and chairman of the New York Central Railroad.
Her first cousin was Consuelo Vanderbilt, Duchess of Marlborough, who married Charles Spencer-Churchill, 9th Duke of Marlborough [REF].