Here are a few other pieces from Wallis' collection of jewels:

Pink and White Diamond Thistle Pin – Cartier 1940’s
“The Windsor Heart” Fancy Intense Yellow Diamond Pendant, 47.14 carats.

Bought by the Duke of Windsor for the Duchess in 1951 from Harry Winston. Meant to complement her other yellow diamonds, it was set into a ring.

This is a portrait by Yousuf Karsh in 1971, showing Wallis wearing the ring.
This diamond's whereabouts became a mystery between 1986 and 2012.
It was seen in again in 1971; the Duchess was a guest at the Proust Ball, held by Baron and Baroness Guy de Rothschild. As the Rothschild’s colors were blue and gold, the Duchess of Windsor attended and wore a blue gown accessorized by her stunning suite of canary diamonds. Sometime after wearing her heart-shaped yellow diamond ring to the Proust Ball - it disappeared from the Duchess’s collection.
When Sotheby’s was called in to organize a sale of the Duchess of Windsor’s jewels over Christmas in 1986, and with a copy an insurance document from Harry Winston which listed the 47-carat yellow diamond ring, the ring was not present when the jewel collection was inventoried for sale. Not too much was thought of the fact that it was missing since the Duchess was known to have sold some of her pieces through her lawyer Maître Suzanne Blum after the Duke’s death in 1972.
Later, Laurence Krashes wrote about the Duchess’ matching pair of canary diamond lapel pins in the 1988 edition of Harry Winston: The Ultimate Jeweler and in the same passage, he mentioned the disappearance of the Duchess’s heart-shaped yellow diamond ring.
In 2012 Leonard Lauder asked Sotheby’s to organize the sale of some jewels that had belonged to his mother Estée and his wife Evelyn. As the Acting Chairman of The Breast Cancer Research Foundation, the organization founded and championed by his late wife, he decided to offer the jewels for sale to benefit the Foundation. Among the jewels was a beautiful diamond necklace suspending a large heart-shaped yellow diamond pendant. Mr. Lauder said his mother had always said that the diamond in the pendant once belonged to the Duchess of Windsor and asked if the story could be verified. It is known that the Duchess of Windsor and Estée Lauder met aboard the SS United States and became great friends; they socialized together with their husbands in Palm Beach, New York and Paris.
Knowing that Van Cleef & Arpels in New York made the necklace in 1978, a call was placed to Nicolas Luchsinger, who reported that their records did not reveal any origin other than Estée Lauder. She had supplied the diamond and its conversion to a pendant and the necklace from which it hung, were created for her by special order.

A bit later, the gemological report came in from the GIA and the weight of Estée Lauder’s Fancy Intense Yellow diamond was 47.14 carats, matching the weight of the Duchess of Windsor's stone, which confirmed that it was the Duchess’s “lost” diamond.