There's famous diagonally-striped netting across her face attached to a coq feather hat in that costume as well.

Marlene wore this to board the train to Shanghai.

She was called an adventuress, actually meaning high class call girl, which the character actually was. The audience didn't always get that the character's favors were for sale, but it this movie, she makes it clear that she will exchange herself for her former lover to the Chinese War Lord. Quite a noble sacrifice, for a fallen woman. The hypocrisy is staggering. As if her profession automatically means she has no scruples or sense of honor.

MA did a pretty creditable job on the costume. They did make the Alex line some quality doll clothes! They just didn't market Alex to the correct audience.

OK, off my soapbox!