From the New Zealand Herald 21.04.2020:
WARREN, Anne. Died peacefully at St John's Wood in Taupo on 16 April 2020. Nana will be very greatly missed by her daughter Penny, her grandsons Shamus, Harry and Rory and her great grandchildren Sam, Anna, Rose, Hannah and Alex, also her six nieces and nephews in the UK. Nana was privately cremated and when the borders reopen she will wing her way to the Canadian Rockies to rejoin her beloved Didda in helping to keep the Grizzly bears away from the calves while we, the family, will celebrate her amazing life of 96 years
Although Debrett's doesn't mention her dau Penny etc I have verified her identity (DOB and maiden name) with the online NZ BDM historical records indices.
She was the dau of the 2nd Baron Russell of Liverpool CBE MC (1895-1981) by his 1st wife (m1920 div 1933) Constance Claudine GORDON (d 1974). She m 1947 Maj Gershom Radcliffe Layton WARREN of the Canadian Army (d 1991)