"Parisians shot themselves in droves for her sake"

Willy  was Henry Gauthiers-Villars (1859-1931), a writer, music critic and wit.  From 1893-1910 he was married to the novelist Sidonie Gabrielle Colette (1873-1954) although both had frequent affairs with both men and women.  

Colette (1896)
Public DomainColette (1896) - Credit: Jacques Humbert
Colette is now the more famous of the two, particularly as the author of Gigi (1944) which became a Broadway play and successful Hollywood film.  

Alfred Jarry (1873-1907) was a writer of plays, novels, poetry and journalism, and a pioneer of absurdist literature.  He lived an avant-garde lifestyle in Paris, increasingly talking and behaving in the absurdist style of his characters, and died of tuberculosis aggravated by drug and alcohol use.

Kaiser Wilhelm II ruled the German Empire and Kingdom of Prussia from 1888 to 1918, when he abdicated towards the end of World War I.  

King Carlos I of Portugal ruled from 1889 to 1908.  He was the first Portuguese king to die a violent death since the 16th century, and since his murder he is often called 'The Martyr' or 'The Diplomat'.  He was particularly interested in deep-sea and maritime exploration, which may be the source of the pearls in Fevvers' skipping rope.