I am uploading this set with the permission of my friend Peggy, who owns the extremely rare Lilja Sapphire, Queen of the Nightclubs, which was originally published in 1948. I only have very sketchy info on this book, but I believe that Sapphire, and the companion book Madame Hattie, are connected to the comic strip Terry and the Pirates. It certainly is more detailed and adult than most paper doll sets of the time.
I love love love this book. Thank you Peggy, for allowing me to upload your scans.