Lulu and Daphne are related by marriage.
Lulu is married to Daphne's half-brother, Hon. Valentine Guy Bryan Guinness. The Hon. Valentine Guy Bryan Guinness is the third child of Jonathan Bryan Guinness, 3rd Baron Moyne by his first wife, Ingrid.
Daphne is the daughter of Jonathan Bryan Guinness, 3rd Baron Moyne by his second wife, Suzanne.
Just a little complicated...
(From: http://en.wikipedia.org/wiki/Jonathan_Guinness,_3rd_Baron_Moyne)