Why the "of" in "The Lady of the shroud"?

In Bram Stoker's book "The lady of the shroud", why is the preposition "of" used instead of "in" like "lady in red", "lady in clothes"?

What does the phrase mean exactly?

Solution 1:

Using "of" suggests a stronger association between the shroud and the figure of the lady --- she is the lady best known by (or at least well known by) her association with the shroud. In the same way as e.g. "The Lady of Shalott" rather than "The Lady from Shalott"; "The Lady of the Lake" rather than "The Lady in the Lake". It indicates an identification between the shroud and the persona of the lady in question; being "of the shroud" characterises her in some useful literary way.