The name of Winifred Shaughnessy, used by the second bride of Rudolph Valentino, whose wedding at Mexicali, Mexico, last Saturday prompted the investigation now under way, is her real maiden name, it has been learned from her friends. She is the step-daughter of Richard Hudnut, the NY perfume manufacturer. Her mother, formerly the wife of a Salt Lake City man, later married Edward de Wolfe, brother of Elsie de Wolfe. The De Wolfes, went to San Francisco where Winifred’s mother became an interior decorator and a year ago she married Richard Hudnut. Winifred at one time attained popularity in the Metropolitan Ballet of New York, and later went to South America with the Kostoffs in a dancing act. More recently under the name of Natacha Rambova she was an art director in motion pictures at Hollywood, in which occupation she was engaged at the time of her marriage to Valentino.