And speaking of the Duchess of Alba, does anyone have more information about her?
There's quite a lot of information about her as she was Goya's Duchess of Alba - María del Pilar Teresa Cayetana de Silva Alvarez de Toledo y Silva Bazán, 13th Duchess of Alba. However, most of the information concerns her relationship with Goya rather than Maria Luisa! She was considered eccentric and certainly Maria Luisa disliked her - this website repeats the rumours that Maria Luisa poisoned her -
http://artmodel.wordpress.com/2009/05/02/goya-and-the-duchess/ although when her body was exhumed in the 20th century the consensus seems to be that she died of TB.
María Josefa Pimentel, Duchess-Countess of Benavente, 12th Duchess of Osuna, was also painted by Goya and was a society leader in a way the Duchess of Alba wasn't - she had a literary salon as well and was extremely charitable. The Alba and Osuna families were the wealthiest noble families in Spain, so the enmity of Maria Luisa may simply have been political - these women represented aristocratic rivals in some form. In Spain, women were establishing themselves as leaders by mainly through patronising the arts, and thereby influencing politics through their salons and parties and good works - something Maria Luisa would have felt pretty threatened by, I imagine.