Possibly a study for Danae in the Tower, a study for one of a series of illustrations for The Doom of King Acrisius. In a list of illustrations for The Earthly paradise in a sketchbook held by the Fitzwlliam Museum Acc. no 1070-2 p 77 verso number 2 in the list is "Danae in Tower - maids about her wailing and tearing their hair." this unusually troubled seated figure would fit with the situation described.