There's the dancer
Lola Montez (birth name
Eliza), who became infamous for being a high-class courtesan and the mistress of
King Ludwig of Bavaria in the 19th century.
There's also the song "
Lola" by The Kinks which is quite famous, about a young man falling for a cross-dresser named
Lola.
So it has a general "sexy femme fatale" vibe.