Cavaliere Ascanio was a 'cadet of one of the great Venetian houses' and was initially meant for the Church before getting mixed up in mischief and getting into trouble with the law. Word has it he tried to carry off a nun and thus ended up with enemies in Santa Croce and was subsequently banished to Vicenza where his cousin, the Duke, had to take him in. [1] This tells the reader multiple things: Ascanio has previously engaged in behavior that caused trouble for himself and others, he is possibly promiscuous and not afraid of taking what he wants even if it is morally questionable, and he has come to the Duke not as an honored guest but as a burden thrust upon him (which possibly is not the best grounds for an amicable relationship).
“He was a fine young man, beautiful as a Saint Sebastian, a rare musician, who sang his own songs to the lute in a way that used to make my grandmother’s heart melt and run through her body like mulled wine. He had a good word for everybody, too, and was always dressed in the French fashion, and smelt as sweet as a beanfield; and every soul about the place welcomed the sight of him”[2] Evidently charming both in character and appearance, he and the Duchess cleave together immediately and seem inseparable.[3] After he is taken away by the Duke after the incident of 'drinking hot chocolate in the gazebo' he does not resurface in the narrative action. Rather, he comes up in the last conversation between the Duke and Duchess where the Duke drinks to his health and the Duchess to his death, after the statue has been placed on the entrance to the crypt. Supposedly Ascanio is trapped under the chapel, in the crypt, with the statue of the Duchess standing like a tomb stone over their secret meeting place.
Although never explicitly confirmed, the narrative heavily supports the idea that Ascanio and the Duchess have carried on meeting in secret after Ascanio was supposedly sent away: the Duchess is not sad after he leaves[4], the Duchess begins a sudden and fervent habit of praying by Saint Blandina's relics in the crypt in which she previously had little interest[5], she has the stone cover of the crypt entrance be replaced by a wooden one so she can descend more easily[6], the brazier in the chapel is kept burning in winter even when the Duchess is not present[7], the Duchess dresses exquisitely and almost provocatively to go pray by the relics[8] and, of course, the Duchess is mortified by the the Bernini statue being placed over the entrance to the crypt.[9] Given all these instances supporting their secret affair, it is relatively safe to assume Duchess Violante was partaking in adulterous adventures with the Duke's cousin in the crypt beneath the chapel. The frequency and the exact nature of these meetings as well as the degree of their mutual infatuation remain specters of speculation within the reader's mind; only that is cost them both dearly is unambiguous.
[1] Wharton 1901, p. 8
[2] Wharton 1901, p. 8
[3] see Wharton 1901, p. 9
[4] see Wharton 1901, p. 9
[5] see Wharton 1901, p. 10
[6] see Wharton 1901, p. 10
[7] see Wharton 1901, p. 11
[8] see Wharton 1901, p. 13
[9] see Wharton 1901, p. 15f