lady vs grande dame

lady and grande dame both are nouns.

Word	Noun	Adjective	Verb	Adverb
lady	Yes	No	No	No
grande dame	Yes	No	No	No

As nouns, grande dame is a hyponym of lady; that is, grande dame is a word with a more specific, narrower meaning than lady:

lady: a woman of refinement
grande dame: a middle-aged or elderly woman who is stylish and highly respected

lady (noun)	grande dame (noun)
a woman of refinement	a middle-aged or elderly woman who is stylish and highly respected
a polite name for any woman