The Spanish secret services focused on the apartment of Monaco, a former lover of the king emeritus, as Corinna explained in an interview with the British BBC. In the apartment, they went in search of documents and inspected them "very thoroughly" for the following weeks. According to Corinna's version, he received "an anonymous death threat", citing the tunnels of Monaco and Nice, referring to Lady Di's death in 1997. In his apartment in Switzerland, "someone left a book on the princess's death in the living room," he explained in a statement released by the British BBC.

In 2012, the meeting was held between Corinna and Félix Sanz Roldan, director of the CNI of the time. Sanz Roldán, the king's personal friend and trusted man, told the king's former lover: "If you talk to the press, I can't guarantee your physical safety or that of your sons and daughters," the minister said. Corinna has given several interviews to media such as El Mundo or Vanity Fair. It has therefore been placed in the spotlight of the best kept secret services.

The Spanish National Intelligence Center is "controlling" Corinna's activities since at least 2010, following the bankruptcy of the Spanish and Saudi Arabian Infrastructure Fund (SSIF). It was a "bilateral" investment fund between Spain and Saudi Arabia, which included Ibex35 multinationals and the arms industry such as Navantia, Santa Barbara, Ferrovial, Santander or BBVA, among others.

The fund, which had EUR 4.125 million to develop infrastructure, was left to nothing because of the disinterest of the authorities in Saudi Arabia. A smaller figure was then put on the table, which was provided by the companies OHL or Sacyr for $15 million, at the request of Corinna himself: "Apparently, these EUR 15 million remained on the road to Santiago de Compostela". According to Corinna, “I was working on the project to cover people’s management expenses.” Journalist Ana Romero explained in the Party Finals that the companies decided to shut up, but the CNI put Corinna on its radar and considered it "dangerous for the king and for Spain".

In an interview published this Thursday by the BBC, Corinna has been asked about the origin of giving back the king's $76 million. The German aristocrat states that the Swiss Prosecutor’s Office has to decide whether the alleged fraud in Switzerland obliges the return of all: "I find it incredible that 40 years of modus operandi of a family business are becoming a focus of attention on a person. And that person is me, but in other jurisdictions there will be hundreds of these things.