There are a few articles about Violet Wegner in here
Here is another one
MARRIED DAUGHTER OF LONDON POLICE SERGEANT FROM OUR OWN CORRESPONDENT. ROME. Sunday. Prince Peter of Montenegro, brother of Helen of Italy, has died. He was the second son the late King Nicholas of Montenegro. Prince Peter married Miss Violet Wegner, the daughter of ex-Detective Sergt. W. Wegner, of the Criminal Investigation Department, of Scotland Yard, who, before her marriage was an actress. Although they were married in Paris i, nobody outside the two families knew that the Princess was a London girl, and the daughter of a policeman. It was while she was fulfilling a professional engagement at San Remo that she met the Prince, and romance came into her life. After their marriage they wandered all over Europe, ami were frequently visitors to London. One the Prince greatest treasures was D.S.O. awarded to him in 1915, when was fighting with his father's army against Austria.