Pembroke is named after Robert Henry Herbert, the 12th Earl of Pembroke and British Secretary at War in 1859.
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He lived out his exile in the Place Vendôme, where he sired some seven illegitimate children, most of whom adopted the surname 'Montgomery' (as other natural children of the Herbert family had done) or ‘de Pembroke de Montgomery’.
She was a great-great-granddaughter of The Hon. Thomas Lodge Murray-Prior, an Australian politician who served as Postmaster-General in the ministries of Robert Herbert, Sir Robert Mackenzie, and Arthur Hunter Palmer in Queensland.