Looking for Mystery Europen Princess 1st Wife of Denis Fitzsimmons Dunbar

Known already to positively have had 4 wives I now have verbal info from living relative that Denis Fitzsimmons DUNBAR (1903-1966) had a 1st wife described as a "European Princess". I suspect that the marriage occurred in India between abt 1922-1927 & that the bride was of "White Russian" descent. Denis went to South Australia in 1928 & remarried the same year. Can anyone help?