Green’s Dictionary of Slang

legion of the lost n.

[var. on ‘fallen women’, ‘unfortunates’, etc.]

up-market prostitutes and courtesans as a group.

[UK]London Life 23 Aug. 3/1: The ‘Legion of the Lost’ recline in luxuriant Bath chairs drawn near the band, [...] arrayed in gorgeous coloured silks and satins, resplendent with precious stones, a good many of which are false as the peach bloom upon their bold faces.