Mathilde Kschessinska, who died penniless in France in 1971. It's not just that she died in such unfortunate circumstances, but also that she never worked as a coach or ballet mistress. She had a school, but like many great dancers was not a very good teacher. One thinks of the imperial-era dancers as belonging to another age in a dusty text, but the 1950's and 60's were producing dancers who are teaching now. Imagine what she could have given us, even if it were just memories of Petipa, had she been consulted in a more useful way.
I also see in Imperial Dancer that Olga Preobrajenska's "belongings were sold (without her agreement or even consultation) during her lifetime."
Hans, actually she was the first and long-time teacher of Tatyana Riabuchinskaya, one of the three famous "Baby Ballerinas." However, Preobrazhenskaya taught the other two "babies" and many more!
I read somewhere that, quite in her 'character', Kchessinskaya selected her students more on their 'pedigree' than talent for dance...lots of society debutants studied with her. Maybe their daddies paid more?