Ashley Smith's Comment in "...As Beggars, Tramp Through Spain"
I have Ashley Smith's copy of this book (he was my grandfather and a friend of Jan and Cora Gordon) and in the front of the book are his comments written with a fountain pen:
"This is a true yarn,
Fleet Street thought otherwise."
I also found the story largely plausible (thought some exaggerations are to be expected) and the descriptions of the places along their route convincing. Nonetheless, the countess, sometimes known as either "Doushka" or "Moushka," remains highly enigmatic and her accounts less than entirely consistent with known facts. Ray Howgego summarises what is known about her life (c.1883-1930) here.