I've been meaning to come back to this when I had my 'Squibb' to hand,
wherein he cites the Countess Cowley case which is the precedent.
"... although the widow or divorced wife of peer loses her rights as a
peeress on remarriage, the retention of her previous name and style
was held not to be unlawful in Cowley v Cowley [in 1901], where after
a divorce the Countess Cowley had married Mr R E Myddleton. This
decision, however, related only to the USE OF THE NAME AND STYLE. Lord
Macnaughten was at pains to point out while there was nothing in the
Countess Cowley's position as the divorced wife of Earl Cowley to
deprive her either of the title or the priviledges which she had
acquired as his wife, when she married a commoner she lost her right
to the title Countess Cowley and her priviledges of peerage. Her
subsequent use of the title was 'merely a matter of courtesy, and
allowed by the usages of society' ".
[Source: G D Squibb, Precedence in England and Wales, Oxford 1981,
pp64-65.]
In a footnote, Squibb refers to the probably better-known instance of
Maureen (nee Guinness) Dufferin & Ava's retention of her marquessetal
style as Maureen, Marchioness of Dufferin & Ava til her death in 1998,
despite having remarried twice, all three husbands predeceasing her.
In Scotland I believe it is not unusual to use an alias (any of our
Scots experts help with this?)