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Ciano’s diary for May 22 is full of titbits about Hitler and his weird entourage. Frau Goebbels complained that the Fuehrer kept his friends up all night and exclaimed, “It is always Hitler who talks! He repeats himself and bores his guests.” Ciano also heard hints “of the Fuehrer’s tender feelings for a beautiful girl. She is twenty years old, with beautiful quiet eyes, regular features and a magnificent body. Her name is Sigrid von Lappus. They see each other frequently and intimately.” (The Ciano Diaries, p. 85.) Ciano, a great man with the ladies himself, was obviously intrigued. Apparently he had not yet heard of Eva Braun, Hitler’s mistress, who was rarely permitted at this time to come to Berlin.

William L. Shirer, The Rise and Fall of the Third Reich

The efforts of the Western Powers to produce a defensive alignment against Germany were well matched by the other side. Conversations between Ribbentrop and Ciano at Como at the beginning of May came to formal and public fruition in the so-called “Pact of Steel”, signed by the two Foreign Ministers in Berlin on May 22. This was the challenging answer to the flimsy British network of guarantees in Eastern Europe. Ciano in his diary records a conversation with Hitler at the time of the signature of this alliance.

Hitler states that he is well satisfied with the Pact, and confirms the fact that Mediterranean policy will be directed by Italy. He takes an interest in Albania, and is enthusiastic about our programme for making of Albania a stronghold which will inexorably dominate the Balkans.

Winston S. Churchill, The Gathering Storm

5/22/39 update at #8 - Ciano’s diary.

Her name is Sigrid von Lappus. ... Apparently he had not yet heard of Eva Braun,

At this point, Unity Mitford would have still been on the scene, as well. So I wouldn't discount Sigrid completely.