Squeezed from various online searches, including something called
famechain.com, and a Peerage News-like detailed discussion of the ancestry of Guy David Greville, 9th Earl of Warwick, born 1957.
A connection to the Queen Mother through her Burnaby ancestors, but it's more distant than second cousins:
Ven. Andrew Burnaby 1732-1812
m. Anna Edwyn
Edwyn Burnaby 1771-1825 -- brothers -- John Dick Burnaby (d. 1852)
Edwyn Burnaby 1798-1867 Thomas Fowke Andrew Burnaby 1808-93
Caroline Louisa Burnaby Eustace Beaumont Burnaby
m.(1) Charles W.F. Cavendish-Bentinck m. Alice Caroline Hotham
Nina Cecilia Cavendish-Bentinck Winifred Emily Burnaby (born 1886)
m. 14th Earl of Strathmore & Kinghorne m.(1) George Henry Belas; m.(2) Roland Oliver, KC
Lady Elizabeth Bowes-Lyon Elizabeth Pamela Belas
m. King George VI m.(1) Alfred Chester Beatty Jr., scion of very rich U.S.family
m.(2) Frederic Neilson
Queen Elizabeth II
Sarah Beatty Maxwell Frederic(k) Neilson, born 1939
m. Lord Brooke m. Elizabeth Campus [di] Santinelli
later 8th Earl of Warwick
Guy 9th Earl of Warwick Iona Annabelle Neilson 1969-2018
Annabelle Neilson's parents married June 30, 1965; maternal grandfather: Gaetano Campus [di] Santinelli.