Lydia Davis was Victoria Grayson’s best friend in the Hamptons until the queen learned that she was sleeping with her husband. Lydia did not go quietly into the night. She threatened to expose the Graysons and their terrorist ties in a scathing speech that she ultimately never gave. Lydia also had Conrad set her up in a nice place where she continued sleeping with him. Her new living quarters happened to be in a high-rise. That proves to be unfortunate for Lydia when Frank, the security man for the Graysons, forces her over the balcony where her body crashes and crushes the roof a cab below.