His sister also married a royal :-)
Yes, Matilda married Prince Aage of Denmark (son of Waldemar and Marie Orleans) but that marriage ended in divorce. Matilda and Calvi's father was in the diplomatic corp and was stationed at one point in Copenhagen.
Apparently, Dowager Queen Margherita had high hopes for the marriage prospect of this granddaughter and was bitterly opposed to the marriage. I don't know if she eventually came around or not.
Jolanda was mentioned at periods as a prospective bride (but who wasn't) for David, the Prince of Wales. The Catholic issue was conventiently overlooked. Her 'engagements' to Crown Prince Boris of Bulgaria and Crown Prince Leopold of Belgium were also announced. Speculation also involved the future Kings of Greece (George II), Romania (Carol II) and Yugoslavia (Alexander I) as well as Nicholas of Romania. Her marriage to a cavalry officer gained a good bit of attention in the British papers and magazines. The 2 were often in England after their marriages as he competed in various horse trials and their mutual love of horses was the first bond between them. In fact, at the time of their engagement, it was said that it was at a horse riding competition in England (where the Count garnered much praise and attention) that the 2 first met. The Illustrated London News gave a good size write-up to their wedding and would frequently publish photos (including some multi-photo full page spreads) to the newlyweds and their growing family. At the time of the marriage, the Count was 36 and Jolanda 21.
Sadly, in 1925, Jolanda's first son, Giorgio, died at just 6 days of bronchial pneumonia in Queen Elena's arms. Because of Jolanda's weakness after the birth, she was not apprised of the situation until the child had died. The illness had struck quickly, the baby seeming health until just the day before. He was hurriedly baptised before his death. King Victor Emmanuel rushed to the Jolanda's home after being told of the death of his first grandson via telephone by Queen Elena, who also had to break the news to Jolanda. Giorgio was buried in the Calvi family vault in Turin. Giorgio was the couple's first son, they had a daughter born 16 months prior.