Lady Mary isn't the type to be in widow weeds overly long. In the second episode of Season Four, reports Robert Rarke of the NEW YORK POST, she is attracted to the dark good looks and brooding personality of Lord Anthony Gillingham. Here is that coverage.
He will be hanging around Lady Mary for a while. Time will tell if they marry. That could be before Lady Edith's beau receives his divorce in Germany and those two are free to marry.