Initially I was disappointed when I tried the obvious research routes. I could find no mentions of Nelly. It's easy to forget how much easier it is to search today - back then even Wikipedia didn't exist and research involved labouring in libraries. Now anybody can read the basics about Nelly (Sarah authored Nelly's Wiki entry and those brief paragraphs have been copied and reproduced in many places.
Eventually I began to dig up small nuggets of information and eventually I had a sketchy view of Nelly - British, but born of Danish parents; studied in the Royal Academy Schools; exhibited at RA exhibitions and finally - and sadly - died in her fifties in Bagni di Lucca, Tuscany. Not much of a biog - but a start.