The Duke's gifts to the bride included two exquisite diamond tiaras, one of which was the delicate tiara above,"diamond tiara formed by a band of leafage design and scrolls and surmounted with a graduation of round and drop shaped diamond collets."
The Duchess wore it in public only one time.The where-about is unknown. After 1938 she wore the Greek honeysuckle pattern tiara of diamonds, with rising centre - made for Queen Mary and altered later , probably it replaced this item.
Sources: Gettyimages; Frank-RJMB-July 3, 2016; The Times, 5 Nov 1935;
Thank you to Laura, for her help!