I had known that Baillie frequently corresponded with the painter Thomas Lawrence and the writer Walter Scott, but the letters reveal that her circle also included not just Sara Coleridge, but other notables including the poet Maria Jane Jewsbury and the playwright William Sotheby.
Writing to Jewsbury on November 3rd, 1830, Sara Coleridge noted "Mrs. Baillie we often see and are more & more delighted with her" and that Baillie had "been staying a few days with Mr. Sotheby." Sotheby's play Julian and Agnes had been performed at Drury Lane in 1801, the year after Baillie's De Monfort premiered there. Both plays featured the same leads, the brother-sister duo of John Kemble and Sarah Siddons.
Two years later, Sara Coleridge wrote that "Mrs. J. Baillie has been at the point of death with a low fever, but is happily recovered." Baillie ended up living well into her 80s, and didn't die until 1851. She rose to fame after the first volume of her Plays on the Passions was published in 1798.
That volume included her comedy The Tryal, which will be getting a staged reading next month at the Theatre Royal in Bury St Edmunds. You can find more information about it here.