At the time, noblewomen wore hoods to conceal their hair as a sign of modesty, and free hair was considered scandalous. The noblewomen in this series are often shown with free hair.
Lola, Greer, and Kenna are completely fictional. Mary's ladies in waiting when she arrived in France were four noble girls who were all also named Mary.
In the 4th season Queen Leeza of Spain comes and makes things difficult for her mother and siblings at the French court. However in real life Queen Elizabeth of Spain never came back to France after marrying Phillip of Spain. Several years after her marriage a meeting between her and her mother took place in the Basque region of Spain, but the meeting did not last long and that was the only time she saw anyone from her family.