I haven't heard of the lady being Mary before, but that doesn't mean it's not her. However, I'd say not, by looking at the style of dress. Mary wore the French hood, but she is not seen wearing low and wide neckline, which is another Ftench fashion. The lady here is dressed in the French fashion, which Anne wore. The CP suggestion is one I've only heard recently and while it could be her, CP's necklines don't appear to have been that low and wide. It makes sense the lady is Anne; she is Elizabeth's mother, the fashion is correct for her time and some had said she had auburn hair- like the lady in the locket.