Her husband was famous for his numerous alleged affairs with other women... but, looks like that Edda too was the subject of such gossips :
here https://www.scmp.com/magazines/post-mag ... -hong-kong is said that she had an affair with a Chinese Lord of War while in Hong Kong :
Edda was the daughter of Mussolini and the wife of Galeazzo Ciano. Ciano was at the time consul in Shanghai from 1930 till 1935.Her lengthiest liaison was with Chang Hsueh-liang, the "Young Marshal" of Manchuria. A handsome, game-for-anything playboy (and former heroin addict), "Peter" Chang - as he was known within his wide circle of foreign friends - and the vivacious, free-wheeling Edda hit it off very well. So well, in fact, that the latter spent months at a time in Hong Kong, discreetly and apparently ecstatically ensconced at the Repulse Bay Hotel with Chang and his entourage.
I seriously doubt about this liaison. Is it really serious ?