She lived in a palace behind high walls, with 40 rooms spread over four wings — one for each female relative who lived there, said Tiina Jauhiainen, a Finnish woman who had been training Sheikha Latifa in the Afro-Brazilian martial art of capoeira. There were about 100 servants and an athletic compound with its own swimming pool and spa. Wherever the sheikha went, a Filipino maid went too.

But hers was a life of enforced, confined leisure. She could spend her money only on hobbies and sports, including horseback riding and scuba diving, or on treating friends to lunch or manicures. She was not allowed to study medicine as she had wanted, friends said.

Nor could she travel, even to the next-door emirate of Abu Dhabi, one of seven city-states making up the United Arab Emirates. She pressed friends to describe every trip for her “like she was traveling with me,” said Stefania Martinengo, her friend and skydiving coach.

She was also barred from visiting any nonpublic places, even friends’ homes. An avid sky diver, she once parachuted secretly into an unapproved part of the city for 20 minutes of kayaking with Mr. Colwell.

When friends rode along in the boxy black Mercedes that often ferried her around, she put on headphones and sat in silence, refusing, in front of the driver, to say a word.

Skydiving was her chief distraction.

Dropping into the sky, “you’re equal to everyone,” Ms. Martinengo said. “You don’t talk, you’re just flying. I think she enjoyed being free in the sky.”

At first glance, she seemed neither fabulously wealthy nor wildly unhappy.

Introducing herself as Latifa, she was often taken for just another local woman. Under the all-covering abaya she wore in public, she usually dressed in T-shirts and athletic pants. She demurred her way out of most photos. She listened rather than talked. She never outright complained about her situation, friends said.