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The Danish captain was the colourful and erratic adventurer Jørgen Jørgensen, who in 1801 had been a member of the crew, and perhaps second in command, of Lady Nelson.
It was named by Acting Lieutenant John Murray when he entered Port Phillip in the ship Lady Nelson in February 1802, for an apparent resemblance to the hill of Arthur's Seat in Edinburgh (which was his home city).
She created several roles in 20th century operas including Bianca in Benjamin Britten's The Rape of Lucretia and Lady Nelson in Lennox Berkeley's Nelson.
This drew on a wealth of material not available to the previous biographer Alfred Thayer Mahan fifty years before, notably the papers of Lady Nelson assembled by the founder of the Nelson Museum, Monmouth.
Mount Schank and Cape Schanck, Australia were named for the Admiral in December 1800 by Lieutenant (later Captain) James Grant during his exploratory mission of the region while commanding the Lady Nelson.
The bay was named after the Duke of Portland, a Secretary of State and later Prime Minister of Great Britain, by Lieutenant James Grant sailing on the Lady Nelson, on 7 December 1800.