The princess disappeared in 1884 from a remote hunting lodge while on a hunting trip during a private family visit to the United States. There are numerous theories on what happened to her: some believed she was murdered, some that she was abducted and kidnapped, although no ransom note has ever been received, while others suggest that she was eaten by wild animals.
Her disappearance has been a source of never-ending trauma and embarrassment to the Royal Family of Luxembourg, and especially her brother, who has frequently implored the American people to assist in finding information regarding her whereabouts, and himself denies any wrongdoing in her disappearance.
- Her missing person poster can be found outside of the Old Light Saloon in Van Horn Trading Post.
- An article marking the 15-year-anniversary of the disappearance can be found in the New Hanover Gazette No. 29.
- Based on the information provided, she would be 20-years-old during the main story set in 1899 and at least 28 by the epilogue in 1907.
- A decorated chest with her initials and the Luxembourg Royal Seal can also be found at the fence in the Van Horn Trading Post.
- The player can encounter a man near Elysian Pool who is trying to find the missing princess. He informs the player that a local told him to journey to the Van Horn Trading Post in search for clues.
- The circumstances surrounding her disappearance resemble that of Madeleine McCann, who disappeared without a trace. The widely-known case may have served as an inspiration for the mystery.