Last seen in rural Sarnano, a quiet village nestled next to the Sibillini Mountains on the eastern side of central Italy, in November 1980, Jeanette - 40 at the time - had been travelling with her friend and assistant Gabriella Guerin, 39, a mother of two young children. They had been meeting people who could help renovate the farmhouse she and her second husband had bought nearby.

But with a snowstorm forecast, they were last seen driving their car into the mountains. When they failed to return to their nearby hotel, the alarm was raised.

Such was the deluge of snow, it took three weeks just to locate the car they were travelling in - spotted only by a helicopter as snow slipped and revealed the top of its roof. Their bodies - found 10 miles away - would not be discovered for another 14 months.

Badly decomposed, they had been gnawed on by wolves and wild boar.

A tragic case of misadventure, you might think. Yet there were a host of difficult-to-answer questions.

Why had their bodies been found so far away? And in an area in which experts say they could not possibly have walked to or, indeed, have fallen into? The area had also, according to some reports, been previously searched.

“Everyone you talk to,” says Josephine McKenna, a journalist in Italy who has been investigating the case and is now penning a book, “shakes their head and say ‘look, there's no way they just died from frostbite or whatever’. They are convinced there's something more to this story that hasn't come out yet.”

Their car was in perfect working order and locked. Parked on the side of the road, not simply abandoned. And investigators discovered there was little to no snow under its tyres when it parked - suggesting they could have simply turned around if the conditions were closing in on them.

Nearby, was an abandoned farmhouse in which it appeared someone had sought shelter - there were dirty plates. Had the women sought refuge there? Or had they been held against their will?

Plus, the last person they spoke to - a man who served the drinks at a hotel before they set off on their fateful final journey - says he saw a mystery man waiting in the car for them. Who that is - or if he even exists - is one of a complex web of mysteries.

The initial police report suggested the couple had died from hypothermia. Yet, in just the last few months, almost 45 years after the duo were last seen alive, the case has been reopened as a murder investigation. Based on what new information, Italian officials are refusing to be drawn.

The situation is further complicated by a host of other theories.

Days after she went missing, a telegram arrived at the hotel in which she had been staying. It mentioned an address linked to a major art and jewellery theft in Rome. Her name was also subsequently found in the contacts book of Sergio Vaccari, an antique dealer stabbed to death in London. Among his possessions was an item linked to that Rome raid.

Vaccari was also linked to Roberto Calvi, the banker found hanging off the London bridge.

It was all, to put it mildly, rather murky. And police investigators found themselves drawn around the world in their investigations.

But perhaps the biggest issue was that Jeanette still continued to use a very famous surname - that of her first husband. Because he was Evelyn de Rothschild (he would go on to be knighted in 1989) and a member of the ultra-wealthy Rothschild family.

The Rothschild fortune was built on banking and, as the Daily Telegraph put it: “The Rothschild name has become synonymous with money and power to a degree that perhaps no other family has ever matched.”

As a consequence, her disappearance captured the imagination of the world’s press.

Especially as it came during a period where commissioned kidnappings were not uncommon in Italy at the time. John Paul Getty III - grandson of the then-world’s richest man John Paul Getty - was snatched in 1973 and a huge ransom demand issued. To prove their seriousness, the Mafia kidnappers had mailed the tycoon his grandson’s ear.

Had she become the latest victim of a botched kidnap in an effort to extort a ransom?

The snow hampered the huge search for the pair. And in the 14 months between her disappearance to the grisly discovery, all those theories started appearing in the headlines.

In Sheppey, the case reverberated among those who remembered Jeanette when she was a child.

Born in January 1940, she had been raised by her mother, Susan, who ran a hairdresser's for many years on Marine Parade in Sheerness. Jeanette had never known her father - Flight Sergeant Ernest 'Curly' Bishop - who was killed while trying to defuse a 100kg bomb in Eastchurch in October of 1940. He was just 39. He and his colleague - who also died in the blast - had been photographed just minutes beforehand.

Jeanette attended the Convent of the Nativity School in Sittingbourne. A friend at the time, interviewed after she had gone missing, described her as “always mad keen to become a dancer” adding “she was an exceptionally beautiful child”.

Her love of dancing continued and, when she got older, she performed on the stage in the West End. Moving to London during the Swinging Sixties, she was focused on making a name for herself. She did modelling for Vogue, appeared on ITV show Spot The Tune as a hostess, and appeared in TV commercials.

Journalist Josephine McKenna, originally from Australia but living in Italy for the last 18 years, says interest in turning her book into a movie or in-depth documentary is already in discussion.

She explained to KentOnline: “Everyone at the time of her disappearance spoke about this amazing young girl who had a lot of confidence and really wanted to discover the world.

“She wanted to get out there and be successful. She did well at school, was an accomplished dancer and then broke into the world of the Swinging Sixties in London and advanced into this world that most of us never dream of.”

It was on a visit to America Jeanette met Evelyn de Rothschild - then one of the world’s most eligible bachelors.

They tied the knot in a secret ceremony in Washington DC in 1966 - he was 35, she was 26 - which made front page news back in Sheerness.

The family home was the sprawling Ascott House in Buckinghamshire - the Rothschild’s family mansion set amid 4,000 acres. The pair would be seen at high-society events; rubbing shoulders with Hollywood stars of the day and members of the Royal family.

Adds the journalist: “The jetset life of the Rothschilds just seems like such a contrast from the world that she came from.”

The marriage, however, would not last long. Four years later they divorced, amicably. There were no children. Reports suggest Jeanette received a ‘modest’ pay-off thought to be around £25,000 (worth £350,000 today) and a flat in Chelsea (almost certainly worth more than the cash payment).

Several years later, she met Stephen May - a senior figure within retailer John Lewis - and six years after her divorce they were wed. Jeanette was now plying her trade as an interior designer, having previously dabbled in art and antiques. She took the name Jeanette May.

Both loved Italy and had invested in a farmhouse they planned to renovate. But despite her new husband, her passport was still in the Rothschild name.

Significant? Possibly. A year before, a businessman called Rolf Schild had been kidnapped in the country and his family held at ransom. It would transpire the villains behind it had, farcically, mistaken his name as Rothschild.

But could it not simply be a case of two women - stuck in the snow, trying to find their way back to civilisation and falling to their deaths?

“I recently spoke to an Alpine researcher,” says Josephine McKenna. “They had teams out at the time and he said it would have been absolutely impossible for these women to have arrived there on foot. That would have been plausible if that ravine was close to where they left the car, but it was absolutely not - it was miles away over very rugged terrain.

“If they tried that in deep snow, it would have been impossible. I think one of them might have been wearing high heels and one was certainly wearing a skirt - they were not dressed for this intense winter weather.

“The other thing is where they were found is a ravine which the locals have told me would have been frequented by Scout groups and other people passing through there. It's close to a cemetery so the idea that those bodies could have been there for months without being discovered seems implausible to me.”

Odder still - as if this case needed more intrigue - was that the watches of both victims had stopped at precisely the same time. Yet it was thought one had run out seven days earlier - suggesting it had been tampered with.

“I spoke to experts and what they said was that when they found their car, which was initially covered in snow, they were able to start it immediately; there was no mechanical issue. And where it was stationary, it seemed there was no snow trapped beneath the wheels. So they could have driven down the mountain at that point.

“So they were probably stopped. It was early evening but the full onslaught of the storm hadn't quite hit - it was coming in but not quite at that point.”

As for those kidnap theories? Well, the stumbling block is that the Rothschild family have never suggested any such demand was made - pointing out that while still friends, the pair had been apart for almost 10 years. Sir Evelyn de Rothschild died, aged 91, in 2022.

Officers investigating links to art thefts and other murders were also unable to find any link of substance.

Jeanette’s husband, Stephen May, had put up a sizeable reward for information leading to her return. He had made regular trips to Italy to help with the search. His heartache has lived with him. Today, he lives in London and is now in his 90s. He has never spoken publicly about his former wife’s death.

He - like the rest of those wanting answers to this case - is pinning his hopes that, finally, the reopened Italian investigation will provide an explanation. It is expected to report back with its findings later this years.

Josephine McKenna is appealing for anyone who knew Jeanette - or her family - during their time on Sheppey to get in touch. If you did email our reporter here - and we’ll pass it on to Josephine.

“I’d love to hear from anyone that could give me an insight into who she was, what she was like, how did she think? Because I think many of us now grow up wanting to travel, to conquer the world, be successful. They want to do well for their family and I think most of us can relate to that,” the journalist explains.

“But I think for a woman, in the 1960s. it was still a little bit revolutionary to break out from their family and forge a career or a life in the big city.”