In the short story Sanctuary, Mary Moss was a music hall dancer, using the stage name Zobeida. Her speciality was a dance act called Aladdin in the Cave of Jewels. She died three years before the events of the story.
Zobeida received an emerald necklace from "a certain Asiatic royalty", who had fallen in love with her. This affair did not last long, as the ruler's attention was captured by a film star. Zobeida kept the necklace, and it was later stolen from her dressing room, and never recovered.
She married a man called Walter, and they had a daughter named Jewel.
It was revealed that Zobeida had cleverly removed the stones of the necklace from their settings, and attached to it to her theatrical costume. The necklace that had been stolen was an imitation.